Zero bias transformation and asymptotic expansions II : the Poisson case

Ying Jiao (1)

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

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.

Domaines: Probabilités [math.PR]

Ying Jiao. Zero bias transformation and asymptotic expansions II : the Poisson case. 2009. ⟨hal-00378846⟩