以兩個Binomial之和逼近Poisson Binomial分布

Sum of two binomial approximation to poisson binomial distribution

莊于億(Yu-Yi Chuang)

指導教授 ： 彭南夫

國立交通大學/理學院/統計學研究所/碩士(2011年)

https://doi.org/10.6842/NCTU.2011.00173

摘要

我們使用兩個Binomial 之和的分布去逼近m個獨立但不同分配
的Bernoulli相加分布(Poisoon Binomial分布)，其中兩個Binomial
裡面的三個變數是利用讓前三階動差一致所得到的。由程式運算，得
知兩個Binomial 之和比利用一個Binomial 去逼近結果更精準，最後
討論其原因。

關鍵字

Poisson binomial distribution

並列摘要

We approximate the distribution of the sum of m independent but not necessarily identically distributed Bernoulli random variables using the distribution of the sum of two binomials, where the three parameters of two binomials are chosen to match the first three moments. Operation by the program, we know the sum of two Binomials is more accurate than one Binomial. Finally, we discuss the reason.

並列關鍵字

Poisson binomial distribution

參考文獻

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