Discrete Small Sample Asymptotics
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TR Number
Date
1999-12-07
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Publisher
Virginia Tech
Abstract
Random variables defined on the natural numbers may often be approximated by Poisson variables. Just as normal approximations may be improved by saddlepoint methods, Poisson approximations may be substantially improved by tilting, expansion, and other related methods. This work will develop and examine the use of these methods, as well as present examples where such methods may be needed.
Description
Keywords
Tilting, Poisson approximation, Generating function