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Improving Poisson Approximations

Published online by Cambridge University Press:  27 July 2009

Erol A. Peköz  and
Sheldon M. Ross
Erol A. Peköz
Affiliation:
Department of Industrial Engineering and Operations Research, University of California, Berkeley Berkeley, California 94720
Sheldon M. Ross
Affiliation:
Department of Industrial Engineering and Operations Research, University of California, Berkeley Berkeley, California 94720
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Abstract

Let X1,…, Xn, be indicator random variables, and set We present a method for estimating the distribution of W in settings where W has an approximately Poisson distribution. Our method is shown to yield estimates significantly better than straight Poisson estimates when applied to Bernoulli convolutions, urn models, the circular k of n: F system, and a matching problem. Error bounds are given.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 8 , Issue 4 , October 1994 , pp. 449 - 462
Copyright
Copyright © Cambridge University Press 1994

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References

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