摘要:For a sum of independent discrete random variables, its higher order large-deviation approximation is discussed. An approximation to the tail probability of the distribution of the sum is provided, and its numerical comparison with other approximations is done in the binomial case. Consequently, the approximation formula is seen to be more accurate.
关键词:Large-deviation approximation;Edgeworth expansion;Saddlepoint approximation;Binomial distribution