Soit W une somme de variables aléatoires indépendants. On applique la transformation zéro biais pour obtenir de façon recursive des développements asymptotiques de en terme d’espérances par rapport à la loi normale, ou à la loi de Poisson si les variables aléatoires sont à valeurs entières. On discute aussi les bornes des termes d’erreur.
Let W be a sum of independent random variables. We apply the zero bias transformation to deduce recursive asymptotic expansions for in terms of normal expectations, or of Poisson expectations for integer-valued random variables. We also discuss the estimates of remaining errors.
Mots clés : normal and Poisson approximations, zero bias transformation, Stein's method, reverse Taylor formula, concentration inequality
@article{AIHPB_2012__48_1_258_0, author = {Jiao, Ying}, title = {Zero bias transformation and asymptotic expansions}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {258--281}, publisher = {Gauthier-Villars}, volume = {48}, number = {1}, year = {2012}, doi = {10.1214/10-AIHP384}, mrnumber = {2919206}, zbl = {1238.60050}, language = {en}, url = {http://www.numdam.org/articles/10.1214/10-AIHP384/} }
TY - JOUR AU - Jiao, Ying TI - Zero bias transformation and asymptotic expansions JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2012 SP - 258 EP - 281 VL - 48 IS - 1 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/10-AIHP384/ DO - 10.1214/10-AIHP384 LA - en ID - AIHPB_2012__48_1_258_0 ER -
Jiao, Ying. Zero bias transformation and asymptotic expansions. Annales de l'I.H.P. Probabilités et statistiques, Tome 48 (2012) no. 1, pp. 258-281. doi : 10.1214/10-AIHP384. http://www.numdam.org/articles/10.1214/10-AIHP384/
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