Zero bias transformation and asymptotic expansions II : the Poisson case

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dc.creatorJiao, Ying
dc.date2009-04-27
dc.date.accessioned2026-07-07T13:08:56Z
dc.date.available2026-07-07T13:08:56Z
dc.descriptionWe apply a discrete version of the methodology in \cite{gauss} to obtain a recursive asymptotic expansion for $\esp[h(W)]$ in terms of Poisson expectations, where $W$ is a sum of independent integer-valued random variables and $h$ is a polynomially growing function. We also discuss the remainder estimations.
dc.identifierhttps://arxiv.org/abs/0904.4115
dc.identifierhttp://arxiv.org/abs/0904.4115
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/228579
dc.subjectProbability
dc.titleZero bias transformation and asymptotic expansions II : the Poisson case
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