Asymptotic expansions in the exponent: A compound Poisson approach

Asymptotic expansions in the exponent: A compound Poisson approach

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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:
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 larger deviations we prove that signed-compound-Poisson measures enlarge the zone of equivalence for tails.

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