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

DOI10.1017/S0269964818000347zbMATH Open1501.60018OpenAlexW2896355081WikidataQ129099574 ScholiaQ129099574MaRDI QIDQ5050868FDOQ5050868

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

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zbMATH Keywords

Poisson distributiondiscrete distributionstail probabilitiesapproximations and bounds

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Bounds on tail probabilities of discrete distributions
• Some new generalizations of Jensen's inequality with related results and applications
• 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
• Title not available (Why is that?)
• Approximating tail areas of probability distributions
• Using the Importance Sampling Identity to Bound Tail Probabilities
• Correct ordering in the Zipf-Poisson ensemble
• Some new inequalities of Hermite-Hadamard and Fejér type for certain functions with higher convexity

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

Uses Software

• vcdExtra
• LaplacesDemon

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