Some new bounds and approximations on tail probabilities of the Poisson and other discrete distributions

DOI10.1017/S0269964818000347MaRDI QIDQ5050868zbMATH OpenOpenAlexWikidataFDO

Authors Steven G. From, Andrew W. Swift

Publication date 18 November 2022

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964818000347

zbMATH Keywords

Poisson distributiondiscrete distributionstail probabilitiesapproximations and bounds

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Inequalities; stochastic orderings (60E15)

Recommendations

• Bounds on tail probabilities of discrete distributions
• Bounds for the total variation distance between the binomial and the Poisson distribution in case of medium-sized success probabilities
• Approximations for the probability in the tails of the binomial distribution (Corresp.)
• scientific article; zbMATH DE number 4104086
• Improved inequalities for the Poisson and binomial distribution and upper tail quantile functions

Cites work

• scientific article; zbMATH DE number 194136 (Why is no real title available?)
• scientific article; zbMATH DE number 273667 (Why is no real title available?)
• scientific article; zbMATH DE number 3200203 (Why is no real title available?)
• Approximating tail areas of probability distributions
• Bounds on tail probabilities of discrete distributions
• Correct ordering in the Zipf-Poisson ensemble
• Goodness-of-fit tests for discrete models based on the integrated distribution function.
• Power laws in preferential attachment graphs and Stein's method for the negative binomial distribution
• Some new generalizations of Jensen's inequality with related results and applications
• Some new inequalities of Hermite-Hadamard and Fejér type for certain functions with higher convexity
• Using the Importance Sampling Identity to Bound Tail Probabilities

Cited in

(7)

• A Proposal for a New Bound for Discrete Distributions
• NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS
• Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula
• Upper bounds on Poisson tail probabilities
• Bounds on tail probabilities of discrete distributions
• A discrete version of the Stam inequality and a characterization of the Poisson distribution
• Improved inequalities for the Poisson and binomial distribution and upper tail quantile functions

Describes a project that uses

Uses Software

• LaplacesDemon
• vcdExtra

This page was built for publication: Some new bounds and approximations on tail probabilities of the Poisson and other discrete distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5050868)