On the Poisson-binomial relative error

Sabrina Antonelli and Giuliana Regoli

Statistics & Probability Letters, 2005, vol. 71, issue 3, 249-256

Abstract: This paper analyses the goodness of Poisson approximation to the binomial distribution with parameters n and p. In order to stress the importance of the smallness of p to obtain a good approximation, the relative error is analysed when p is fixed and n tends to infinity. We find the relative error pointwise limit and its asymptotic distribution; we also show that the asymptotic mean relative error gives an approximation of the mean relative error. Finally we give numerical estimates of all these approximations.

Keywords: Approximation; of; distribution; Binomial; distribution; Poisson; distribution; Relative; error; Asymptotic; distribution (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (1)

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