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Asymptotic Expansions in the Exponent: a Compound Poisson Approach

Published online by Cambridge University Press:  01 July 2016

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

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.

Type
General Applied Probability
Copyright
Copyright © Applied Probability Trust 1997 

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