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A higher order large-deviation approximation for the discrete distributions. (English) Zbl 1114.62314

Summary: For a sum of independent discrete random variables, its higher order large-deviation approximation is discussed. An approximation to the tail probability of the distribution of the sum is provided, and its numerical comparison with other approximations is done in the binomial case. Consequently, the approximation formula is seen to be more accurate.

MSC:

62E17 Approximations to statistical distributions (nonasymptotic)
60F10 Large deviations
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