Large deviations by Poisson approximations

DOI10.1016/0378-3758(92)90153-JMaRDI QIDQ1200016zbMATH OpenOpenAlexFDO

Authors P. Deheuvels

Publication date 17 January 1993

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(92)90153-j

zbMATH Keywords

associated random variablesBernoulli random variableslarge deviation asymptoticsPoisson approximation

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic distribution theory in statistics (62E20)

Review text

Some sharp large deviation asymptotics are established for sums of independent, not necessarily identically distributed Bernoulli random variables. As usual, associated (Bernoulli) random variables are introduced via exponential centering. But instead of using a central limit type argument for the latter, a sharper Poisson approximation is applied here. The results are compared to standard approximations, and also simplified versions are presented which avoid numerical technicalities.

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Cited in

(14)

• Tutorial on large deviations for the binomial distribution
• Large deviations for sums of random variables connected into a Markov chain in approximation by Poisson law
• Large deviations for integer centered Poisson approximation
• On a centered Poisson approximation
• Large deviations for fractional Poisson processes
• scientific article; zbMATH DE number 4161890 (Why is no real title available?)
• Large Deviations of Poisson Cluster Processes
• Large deviations for impulsive processes in the scheme of Poisson approximation
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• Large Deviations in the Approximation by the Poisson Law
• On large deviations for sums of discrete m-dependent random variables
• The large deviation principle for a compound Poisson process
• Large deviations of Poisson Telecom processes

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