On moderate deviations in Poisson approximation
نویسندگان
چکیده
منابع مشابه
Moderate Deviations in Poisson Approximation: a First Attempt
Poisson approximation using Stein’s method has been extensively studied in the literature. The main focus has been on bounding the total variation distance. This paper is a first attempt on moderate deviations in Poisson approximation for right-tail probabilities of sums of dependent indicators. We obtain results under certain general conditions for local dependence as well as for size-bias cou...
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i=1 pi ≤ max 1≤i≤n pi, (6.1) where λ := EW = ∑n i=1 pi. Clearly, if the pi’s are not all small, there may be little content in (6.1). This is to be expected, since then EW = λ and VarW = λ − ∑n i=1 p 2 i need no longer be close to one another, whereas Poisson distributions have equal mean and variance. This makes it more natural to try to find a family of distributions for the approximation wit...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2020
ISSN: 0021-9002,1475-6072
DOI: 10.1017/jpr.2020.47