A refined continuity correction for the negative binomial distribution and asymptotics of the median
| Autor: | Ouimet, Frédéric |
|---|---|
| Rok vydání: | 2021 |
| Předmět: | |
| Zdroj: | Metrika (2023), 86 (7), 827-849 |
| Druh dokumentu: | Working Paper |
| DOI: | 10.1007/s00184-023-00897-2 |
| Popis: | 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 $\mathrm{Negative\hspace{0.5mm}Binomial}\hspace{0.2mm}(r,p)$ random variable jittered by a $\mathrm{Uniform}\hspace{0.2mm}(0,1)$, 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 $p$, when $r > 0$ is known. The case where $r$ is unknown is also briefly covered. Second, we find an upper bound on the Le Cam distance between negative binomial and normal experiments. Comment: 21 pages, 3 figures |
| Databáze: | arXiv |
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