Tutorial on large deviations for the binomial distribution (Q1114218): Difference between revisions

This paper introduces the concept of large deviations and its use in applications. There are easy to handle formulas for the approximation of the probability of k or more successes in n independent trials, each with success probability p, when the specified fraction of successes, \(a=k/n\), satisfies \(0<p<a<1\).