Abstract #300242

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JSM 2003 Abstract #300242
Activity Number: 174
Type: Contributed
Date/Time: Monday, August 4, 2003 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Computing
Abstract - #300242
Title: Poisson Approximation by Constrained Exponential Tilting
Author(s): Steven Jay Kathman*+ and George R. Terrell
Companies: GlaxoSmithKline and Virginia Polytechnic Institute and State University
Address: 108 Spooner Court, Holly Springs, NC, 27540-7905,
Keywords: Poisson approximation ; exponential tilting ; Saddlepoint methods ; probability generating functions
Abstract:

Poisson approximations are important whenever interest is in some counting process. Methods have been developed for improving Poisson approximations using the ideas of tilting and expansion. These methods are similar to Saddlepoint methods. This paper will develop simple and accurate approximations by building on the ideas of tilting and expanding. These approximations are then generalized to be useful for cases where the tilting parameter, q, is difficult to obtain. Examples will be presented to illustrate the usefulness and accuracy of the methods.

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