Zero bias transformation and asymptotic expansions II : the Poisson case

Details Zero bias transformation and asymptotic expansions II : the Poisson case Zero bias transformation and asymptotic expansions II : the Poisson case

2009-04-27

arxiv.org/abs/0904.4115v1

Mathematics

Probability

Scientific paper

We 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.

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