English

Zero bias transformation and asymptotic expansions II : the Poisson case

Probability 2009-04-28 v1

Abstract

We apply a discrete version of the methodology in \cite{gauss} to obtain a recursive asymptotic expansion for \esp[h(W)]\esp[h(W)] in terms of Poisson expectations, where WW is a sum of independent integer-valued random variables and hh is a polynomially growing function. We also discuss the remainder estimations.

Keywords

Cite

@article{arxiv.0904.4115,
  title  = {Zero bias transformation and asymptotic expansions II : the Poisson case},
  author = {Ying Jiao},
  journal= {arXiv preprint arXiv:0904.4115},
  year   = {2009}
}