A refined continuity correction for the negative binomial distribution and asymptotics of the median
Statistics Theory
2023-08-21 v2 Probability
Statistics Theory
Abstract
In this paper, we prove a local limit theorem and a refined continuity correction for the negative binomial distribution. We present two applications of the results. First, we find the asymptotics of the median for a random variable jittered by a , which answers a problem left open in Coeurjolly & Tr\'epanier (2020). This is used to construct a simple, robust and consistent estimator of the parameter , when is known. The case where is unknown is also briefly covered. Second, we find an upper bound on the Le Cam distance between negative binomial and normal experiments.
Keywords
Cite
@article{arxiv.2103.08846,
title = {A refined continuity correction for the negative binomial distribution and asymptotics of the median},
author = {Frédéric Ouimet},
journal= {arXiv preprint arXiv:2103.08846},
year = {2023}
}
Comments
21 pages, 3 figures