Distribution Inequalities for the Binomial Law
Slud, Eric V.
Ann. Probab., Tome 5 (1977) no. 6, p. 404-412 / Harvested from Project Euclid
We prove that the probability of at least $k$ successes, in $n$ Bernoulli trials with success-probability $p$, is larger than its normal approximant if $p \leqq \frac{1}{4}$ and $k \geqq np$ or if $p \leqq \frac{1}{2}$ and $np \leqq k \leqq n(1 - p)$. A local refinement is given for $np \leqq k \leqq n(1 - p), k \geqq 2$, and for $p \leqq \frac{1}{4}, k \geqq n(1 - p)$. Bounds below for individual binomial probabilities $b(k, n, p)$ are also given under various conditions. Finally, we discuss applications to significance tests in one-way layouts.
Publié le : 1977-06-14
Classification:  Binomial,  Poisson and normal laws,  tail probabilities,  conservative test,  60C05,  62E15
@article{1176995801,
     author = {Slud, Eric V.},
     title = {Distribution Inequalities for the Binomial Law},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 404-412},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995801}
}
Slud, Eric V. Distribution Inequalities for the Binomial Law. Ann. Probab., Tome 5 (1977) no. 6, pp.  404-412. http://gdmltest.u-ga.fr/item/1176995801/