The maximum difference between the binomial and Poisson distributions

Explicit expressions are given for the maximum error between the binomial distribution with parameters n and p and its Poisson approximants, for sufficiently small values of np. Both the error in the cumulative distribution function and that in the probability mass function are given for Poisson approximants having means [lambda] = np and [lambda] = -n log(1 - p).

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Year of publication:	1991
Authors:	Poor, H. Vincent
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 11.1991, 2, p. 103-106
Publisher:	Elsevier
Subject:	Poisson approximation binomial distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259124