Asymptotic Expansions in the Exponent: a Compound Poisson Approach
- 1 June 1997
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 29 (2) , 374-387
- https://doi.org/10.2307/1428008
Abstract
The accuracy of the Normal or Poisson approximations can be significantly improved by adding part of an asymptotic expansion in the exponent. The signed-compound-Poisson measures obtained in this manner can be of the same structure as the Poisson distribution. For large deviations we prove that signed-compound-Poisson measures enlarge the zone of equivalence for tails.Keywords
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