On the Poisson-binomial relative error
AbstractThis paper analyses the goodness of Poisson approximation to the binomial distribution with parameters n and p. In order to stress the importance of the smallness of p to obtain a good approximation, the relative error is analysed when p is fixed and n tends to infinity. We find the relative error pointwise limit and its asymptotic distribution; we also show that the asymptotic mean relative error gives an approximation of the mean relative error. Finally we give numerical estimates of all these approximations.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 71 (2005)
Issue (Month): 3 (March)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Antonelli, Sabrina & Regoli, Giuliana, 2009. "Asymptotic distribution of density ratios," Statistics & Probability Letters, Elsevier, vol. 79(3), pages 289-294, February.
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