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On the Poisson approximation of multinomial probabilities

The degree of approximation of the distance between multinomial and Poisson probabilities has been investigated by Hodges and LeCam (1960) and McDonald (1980). In this note we provide an elementary proof of a bound on the deviation between the multinomial and Poisson probabilities. An extension to the case of randomly stopped experiments is also given.
Year of publication:
1985
Authors: Ahmad, Ibrahim A.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 1, p. 55-56
Publisher: Elsevier
Keywords: multinomial probabilities Poisson distribution random sample size
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005254710
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