The Kolmogorov Distance between the Binomial and Poisson Laws: Efficient Algorithms and Sharp Estimates
Work
Year: 2009
Type: article
Abstract: We give efficient algorithms, as well as sharp estimates, to compute the Kolmogorov distance between the binomial and Poisson laws with the same mean . Such a distance is eventually attained at the in... more
Institution Universidad de Zaragoza
Cites: 13
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Related to: 10
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Subfield: Finance
Domain: Social Sciences
Open Access status: gold
APC paid (est): $1,300