English

On moderate deviations in Poisson approximation

Probability 2020-09-09 v2

Abstract

In this paper, we first use the distribution of the number of records to demonstrate that the right tail probabilities of counts of rare events are generally better approximated by the right tail probabilities of Poisson distribution than {those} of normal distribution. We then show the moderate deviations in Poisson approximation generally require an adjustment and, with suitable adjustment, we establish better error estimates of the moderate deviations in Poisson approximation than those in \cite{CFS}. Our estimates contain no unspecified constants and are easy to apply. We illustrate the use of the theorems in six applications: Poisson-binomial distribution, matching problem, occupancy problem, birthday problem, random graphs and 2-runs. The paper complements the works of \cite{CC92,BCC95,CFS}.

Keywords

Cite

@article{arxiv.1906.10016,
  title  = {On moderate deviations in Poisson approximation},
  author = {Qingwei Liu and Aihua Xia},
  journal= {arXiv preprint arXiv:1906.10016},
  year   = {2020}
}

Comments

29 pages and 5 figures

R2 v1 2026-06-23T10:02:03.766Z