A HIGHER ORDER LARGE-DEVIATION APPROXIMATION FOR THE DISCRETE DISTRIBUTIONS

• Akahira Masafumi

• Takahashi Kunihiko

書誌事項

タイトル別名

• Higher Order Large Deviation Approximation for the Discrete Distributions

抄録

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.

収録刊行物

• ＪＯＵＲＮＡＬ　ＯＦ　ＴＨＥ　ＪＡＰＡＮ　ＳＴＡＴＩＳＴＩＣＡＬ　ＳＯＣＩＥＴＹ

  ＪＯＵＲＮＡＬ　ＯＦ　ＴＨＥ　ＪＡＰＡＮ　ＳＴＡＴＩＳＴＩＣＡＬ　ＳＯＣＩＥＴＹ 31 (2), 257-267, 2001

  日本統計学会

キーワード

• Large-deviation approximation
• Edgeworth expansion
• Saddlepoint approximation
• Binomial distribution

詳細情報

• CRID: 1390001205286718336
• NII論文ID: 110003151334
• NII書誌ID: AA1105098X
• DOI: 10.14490/jjss1995.31.257
• ISSN: 13486365
• ISSN: 18822754
• ISSN: 03895602
• HANDLE: 2241/118421
• NDL書誌ID: 6913573
• Web Site: https://tsukuba.repo.nii.ac.jp/records/28282
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I6913573
• 本文言語コード: en
• データソース種別:
  • JaLC
  • IRDB
  • NDL
  • Crossref
  • CiNii Articles
• 抄録ライセンスフラグ: 使用不可