English

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 NegativeBinomial(r,p)\mathrm{Negative\hspace{0.5mm}Binomial}\hspace{0.2mm}(r,p) random variable jittered by a Uniform(0,1)\mathrm{Uniform}\hspace{0.2mm}(0,1), 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 pp, when r>0r > 0 is known. The case where rr 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