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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
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
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
Linking options:
https://www.mathnet.ru/eng/tvp823https://doi.org/10.4213/tvp823 https://www.mathnet.ru/eng/tvp/v43/i1/p57
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