Title: Asymptotic Expansions in the Exponent: a Compound Poisson Approach
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 mann...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.Read More
Publication Year: 1997
Publication Date: 1997-06-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 29
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot