scholarly journals On Approximation of the Tails of the Binomial Distribution with These of the Poisson Law

Mathematics ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 845
Author(s):  
Sergei Nagaev ◽  
Vladimir Chebotarev

A subject of this study is the behavior of the tail of the binomial distribution in the case of the Poisson approximation. The deviation from unit of the ratio of the tail of the binomial distribution and that of the Poisson distribution, multiplied by the correction factor, is estimated. A new type of approximation is introduced when the parameter of the approximating Poisson law depends on the point at which the approximation is performed. Then the transition to the approximation by the Poisson law with the parameter equal to the mathematical expectation of the approximated binomial law is carried out. In both cases error estimates are obtained. A number of conjectures are made about the refinement of the known estimates for the Kolmogorov distance between binomial and Poisson distributions.

Parasitology ◽  
1998 ◽  
Vol 117 (6) ◽  
pp. 597-610 ◽  
Author(s):  
D. J. SHAW ◽  
B. T. GRENFELL ◽  
A. P. DOBSON

Frequency distributions from 49 published wildlife host–macroparasite systems were analysed by maximum likelihood for goodness of fit to the negative binomial distribution. In 45 of the 49 (90%) data-sets, the negative binomial distribution provided a statistically satisfactory fit. In the other 4 data-sets the negative binomial distribution still provided a better fit than the Poisson distribution, and only 1 of the data-sets fitted the Poisson distribution. The degree of aggregation was large, with 43 of the 49 data-sets having an estimated k of less than 1. From these 49 data-sets, 22 subsets of host data were available (i.e. host data could be divided by either host sex, age, where or when hosts were sampled). In 11 of these 22 subsets there was significant variation in the degree of aggregation between host subsets of the same host–parasite system. A common k estimate was always larger than that obtained with all the host data considered together. These results indicate that lumping host data can hide important variations in aggregation between hosts and can exaggerate the true degree of aggregation. Wherever possible common k estimates should be used to estimate the degree of aggregation. In addition, significant differences in the degree of aggregation between subgroups of host data, were generally associated with significant differences in both mean parasite burdens and the prevalence of infection.


2003 ◽  
Vol 40 (02) ◽  
pp. 376-390 ◽  
Author(s):  
Bero Roos

We show how good multivariate Poisson mixtures can be approximated by multivariate Poisson distributions and related finite signed measures. Upper bounds for the total variation distance with applications to risk theory and generalized negative multinomial distributions are given. Furthermore, it turns out that the ideas used in this paper also lead to improvements in the Poisson approximation of generalized multinomial distributions.


2007 ◽  
Vol 39 (01) ◽  
pp. 128-140 ◽  
Author(s):  
Etienne Roquain ◽  
Sophie Schbath

We derive a new compound Poisson distribution with explicit parameters to approximate the number of overlapping occurrences of any set of words in a Markovian sequence. Using the Chen-Stein method, we provide a bound for the approximation error. This error converges to 0 under the rare event condition, even for overlapping families, which improves previous results. As a consequence, we also propose Poisson approximations for the declumped count and the number of competing renewals.


1960 ◽  
Vol 15 (06) ◽  
pp. 436-444
Author(s):  
S. W. Dharmadhikari

Given any probability distribution, new distributions can be derived from it by assuming its parameters to follow some specific probability distributions. A simple example of this process is provided by the Poisson distributionP(r∣λ) =e-λλr/r! (r= o, 1, 2, …).If the parameterλis assumed to follow the Pearson's Type III lawthen the probability ofrsuccesses is obtained as


1972 ◽  
Vol 9 (4) ◽  
pp. 852-856 ◽  
Author(s):  
J. Aczél

The conjecture pronounced at the end of the paper of Srivastava and Srivastava (1970) is proved in this paper. It gives the following characterization of (bivariate) Poisson distributions. Suppose that items of two types have been observed certain numbers of times, but these original observations have been reduced due to a destructive process which is the product of two binomial distributions and that the probabilities of these reduced numbers are the same whether damaged or undamaged. Then the original random variables had a bivariate Poisson distribution with zero mutual dependence coefficient.


1980 ◽  
Vol 3 (4) ◽  
pp. 793-796
Author(s):  
A. McD. Mercer

The approximation of a functionf∈C[a,b]by Bernstein polynomials is well-known. It is based on the binomial distribution. O. Szasz has shown that there are analogous approximations on the interval[0,∞)based on the Poisson distribution. Recently R. Mohapatra has generalized Szasz' result to the case in which the approximating function isαe−ux∑k=N∞(ux)kα+β−1Γ(kα+β)f(kαu)The present note shows that these results are special cases of a Tauberian theorem for certain infinite series having positive coefficients.


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