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arxiv: 0904.4115 · v1 · submitted 2009-04-27 · 🧮 math.PR

Zero bias transformation and asymptotic expansions II : the Poisson case

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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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