Article ID: | iaor1998909 |
Country: | United Kingdom |
Volume: | 29 |
Issue: | 2 |
Start Page Number: | 374 |
End Page Number: | 387 |
Publication Date: | Jun 1997 |
Journal: | Advances in Applied Probability |
Authors: | ekanaviius V. |
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 larger deviations we prove that signed-compound-Poisson measures enlarge the zone of equivalence for tails.