Improving Poisson Approximations-Reference-Cited by-同舟云学术

Improving Poisson Approximations

Published:1994-10 Issue:4 Volume:8 Page:449-462
ISSN:0269-9648
Container-title:Probability in the Engineering and Informational Sciences
language:en
Short-container-title:Prob. Eng. Inf. Sci.

Author:

Peköz Erol A.,Ross Sheldon M.

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.

Publisher

Cambridge University Press (CUP)

Subject

Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability

Reference6 articles.

1. 6. Stein C. (1986). Approximate computation of expectations. IMS Lecture Notes, Hayward, CA.

2. 3. Peköz E. & Ross S.M. (1994). A simple derivation of exact reliability formulas for linear and circular consecutive k-of-n:F systems. Journal of Applied Probability (to appear).

3. 5. Ross S.M. (to appear). A new simulation estimator of system reliability. Journal of Applied Mathematics and Stochastic Analysis.

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