{
  "id": "0904.4115",
  "version": "v1",
  "published": "2009-04-27T09:19:45.000Z",
  "updated": "2009-04-27T09:19:45.000Z",
  "title": "Zero bias transformation and asymptotic expansions II : the Poisson case",
  "authors": [
    "Ying Jiao"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-04-27T09:19:45.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "zero bias transformation",
      "poisson case",
      "independent integer-valued random variables",
      "discrete version",
      "poisson expectations"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0904.4115J"
    }
  }
}