首页    期刊浏览 2024年10月05日 星期六
登录注册

文章基本信息

  • 标题:A HIGHER ORDER LARGE-DEVIATION APPROXIMATION FOR THE DISCRETE DISTRIBUTIONS
  • 本地全文:下载
  • 作者:Masafumi Akahira ; Kunihiko Takahashi
  • 期刊名称:JOURNAL OF THE JAPAN STATISTICAL SOCIETY
  • 印刷版ISSN:1882-2754
  • 电子版ISSN:1348-6365
  • 出版年度:2001
  • 卷号:31
  • 期号:2
  • 页码:257-267
  • DOI:10.14490/jjss1995.31.257
  • 出版社:JAPAN STATISTICAL SOCIETY
  • 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
国家哲学社会科学文献中心版权所有