2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/228579We 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.ProbabilityZero bias transformation and asymptotic expansions II : the Poisson casetext