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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 1, Pages 57–68
DOI: https://doi.org/10.4213/tvp823
(Mi tvp823)
 

This article is cited in 3 scientific papers (total in 3 papers)

On asymptotic expansions in the domain of large deviations for binomial and Poisson distributions

A. N. Timashev

Academy of Federal Security Service of Russian Federation
Full-text PDF (494 kB) Citations (3)
Abstract: A random variable $\xi$ having binomial distribution with parameters $n$ and $p\ (0 < p < 1)$ is considered. We find an asymptotic estimate (as $n\to\infty$ and $p$ is a constant) for the probability $\mathsf{P}\{\xi\ge k\}$ assuming that $k\to\infty$ $\,(k\in\mathbb{N})$ in such a way that $p<\alpha_0\le \alpha=k/n\le\alpha_1<1$ $\alpha_0$ and $\alpha_1$ are constants). We also consider a random variable $\eta$ having Poisson distribution with parameter $\lambda > 0$. We find asymptotic estimates for the probability $\mathbb{P}\{\eta\ge k\}$, as $\lambda\to +\infty$, assuming that $k\to\infty$ in such a way that $k\in\mathbb{N}$; $1<\gamma_0\le\gamma=k/\gamma\le\gamma_1$ ($\gamma_0$, $\gamma_1$ are constants). By the saddle-point method, expansions of these probabilities into asymptotic series with respect to the variables $n^{-1}$ and $\lambda^{-1}$ are found. Coefficientsof the series satisfy in the complex domain some recurrence relations with certain initial conditions.
Keywords: binomial distribution, Poisson distribution, asymptotic expansion, saddle-point method.
Received: 20.12.1996
Revised: 10.07.1997
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 1, Pages 89–98
DOI: https://doi.org/10.1137/S0040585X97976684
Bibliographic databases:
Language: Russian
Citation: A. N. Timashev, “On asymptotic expansions in the domain of large deviations for binomial and Poisson distributions”, Teor. Veroyatnost. i Primenen., 43:1 (1998), 57–68; Theory Probab. Appl., 43:1 (1999), 89–98
Citation in format AMSBIB
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\by A.~N.~Timashev
\paper On asymptotic expansions in the domain of large deviations for binomial and Poisson distributions
\jour Teor. Veroyatnost. i Primenen.
\yr 1998
\vol 43
\issue 1
\pages 57--68
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\zmath{https://zbmath.org/?q=an:0926.60030}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 1
\pages 89--98
\crossref{https://doi.org/10.1137/S0040585X97976684}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000079809600007}
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  • https://www.mathnet.ru/eng/tvp823
  • https://doi.org/10.4213/tvp823
  • https://www.mathnet.ru/eng/tvp/v43/i1/p57
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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