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Asymptotic Expansions in the Exponent: a Compound Poisson Approach

Part of:Limit theoremsDistribution theory - Probability

Published online by Cambridge University Press:  01 July 2016

V. Čekanavičius
V. Čekanavičius*
Affiliation:
Vilnius University
*
∗ Postal address: Department of Mathematics, Vilnius University, Naugarduko 24, 2006 Vilnius, Lithuania.
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Abstract

The accuracy of the Normal or Poisson approximations can be significantly improved by adding part of an asymptotic expansion in the exponent. The signed-compound-Poisson measures obtained in this manner can be of the same structure as the Poisson distribution. For large deviations we prove that signed-compound-Poisson measures enlarge the zone of equivalence for tails.

Keywords

COMPOUND POISSONUNIFORM DISTANCESIGNED EXPONENTIAL MEASURES

MSC classification

Primary:60F05: Central limit and other weak theorems
Secondary:60E05: Distributions

Information

Type
General Applied Probability
Information
Advances in Applied Probability , Volume 29 , Issue 2 , June 1997, pp. 374 - 387
Copyright
Copyright © Applied Probability Trust 1997 

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