Monotonicity properties of the Poisson approximation to the binomial distribution

DOI10.1016/J.SPL.2020.108901MaRDI QIDQ2216973zbMATH OpenOpenAlexFDO

Authors Iosif Pinelis

Publication date 18 December 2020

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

Full work available at URL https://arxiv.org/abs/2008.01125

zbMATH Keywords

approximationbinomial distributionKolmogorov's distancemonotonicityPoisson distributiontests of significance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17) Parametric hypothesis testing (62F03)

Abstract: Certain monotonicity properties of the Poisson approximation to the binomial distribution are established. As a natural application of these results, exact (rather than approximate) tests of hypotheses on an unknown value of the parameter $p$ of the binomial distribution are presented.

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Cites work

• scientific article; zbMATH DE number 3367907 (Why is no real title available?)
• On l'Hospital-type rules for monotonicity
• On the Distribution of the Number of Successes in Independent Trials
• Poisson approximation
• Poisson approximation for expectations of unbounded functions of independent random variables
• Poisson approximation for some statistics based on exchangeable trials
• Some Approximations to the Binomial Distribution Function
• Some Elementary Results on Poisson Approximation in a Sequence of Bernoulli Trials
• Testing Statistical Hypotheses
• Uniform stochastic ordering and related inequalities

Cited in

(7)

• Multiple monotonicity of discrete distributions: the case of the Poisson model
• Compound Poisson approximation
• Best lower bound on the probability of a binomial exceeding its expectation
• Monotonicity preservation properties of kernel regression estimators
• Poisson thinning by monotone factors
• An interesting property of the Poisson operating characteristic function
• Comparison of normal approximation tests of the binomial parameter

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