On moderate deviations in Poisson approximation
From MaRDI portal
Abstract: In this paper, we first use the distribution of the number of records to demonstrate that the right tail probabilities of counts of rare events are generally better approximated by the right tail probabilities of Poisson distribution than {those} of normal distribution. We then show the moderate deviations in Poisson approximation generally require an adjustment and, with suitable adjustment, we establish better error estimates of the moderate deviations in Poisson approximation than those in cite{CFS}. Our estimates contain no unspecified constants and are easy to apply. We illustrate the use of the theorems in six applications: Poisson-binomial distribution, matching problem, occupancy problem, birthday problem, random graphs and 2-runs. The paper complements the works of cite{CC92,BCC95,CFS}.
Recommendations
- Moderate deviations in Poisson approximation: a first attempt
- Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
- scientific article; zbMATH DE number 4104086
- Poisson approximation and dna sequence matching
- Some asymptotic and large deviation results in Poisson approximation
Cites work
- A shorter proof of Kanter's Bessel function concentration bound
- Approximation of sums of conditionally independent variables by the translated Poisson distribution
- Exchangeable pairs and Poisson approximation
- From Stein identities to moderate deviations
- Fundamentals of Stein's method
- scientific article; zbMATH DE number 3905681 (Why is no real title available?)
- scientific article; zbMATH DE number 4080508 (Why is no real title available?)
- scientific article; zbMATH DE number 52632 (Why is no real title available?)
- scientific article; zbMATH DE number 3504209 (Why is no real title available?)
- scientific article; zbMATH DE number 3549966 (Why is no real title available?)
- scientific article; zbMATH DE number 788277 (Why is no real title available?)
- scientific article; zbMATH DE number 3226601 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- scientific article; zbMATH DE number 3194206 (Why is no real title available?)
- Moderate deviations in Poisson approximation: a first attempt
- Normal approximation under local dependence.
- On a relationship between Uspensky's theorem and Poisson approximations
- On improvements of the order of approximation in the Poisson limit theorem
- On large deviations for sums of discrete m-dependent random variables
- On the Distribution of the Number of Successes in Independent Trials
- Poisson approximation for dependent trials
- Poisson perturbations
- Refinement of Poisson Approximation
- Some asymptotic and large deviation results in Poisson approximation
- Stein's method and birth-death processes
- Stein's method and point process approximation
- Sur la distribution limite du terme maximum d'une série aléatoire
- Translated Poisson approximation using exchangeable pair couplings
- Two moments suffice for Poisson approximations: The Chen-Stein method
- Zero biasing and a discrete central limit theorem
Cited in
(5)- Compound Poisson approximation
- Moderate deviations in Poisson approximation: a first attempt
- Birth, death, coincidences and occupancies: solutions and applications of generalized birthday and occupancy problems
- Relative error of scaled Poisson approximation for tail distributions via Stein's method
- Methods of Poisson approximation
This page was built for publication: On moderate deviations in Poisson approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5139915)
