This paper analyses the goodness of Poisson aroximation to the binomial distribution with parameters n and p. In order to stress the importance of the smallness of p to obtain a good aroximation, 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 aroximation of the mean relative error. Finally we give numerical estimates of all these aroximations.
On the poisson-binomial relative error
ANTONELLI, Sabrina;REGOLI, Giuliana
2005
Abstract
This paper analyses the goodness of Poisson aroximation to the binomial distribution with parameters n and p. In order to stress the importance of the smallness of p to obtain a good aroximation, 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 aroximation of the mean relative error. Finally we give numerical estimates of all these aroximations.File in questo prodotto:
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