Poisson approximation by constrained exponential tilting.

DOI10.1016/S0167-7152(02)00350-4MaRDI QIDQ1812042zbMATH OpenFDO

Authors Steven J. Kathman, George R. Terrell

Publication date 18 June 2003

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Poisson approximationSaddlepoint methodsProbability generating functionExponential tilting

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

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• Improving Poisson approximations through tilting and expansion
• Saddle point approximation for the distribution of the sum of independent random variables
• Tail Probability Approximations

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