, Volume 51, Issue 1, pp 125-131

Tutorial on large deviations for the binomial distribution

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Abstract

We present, in an easy to use form, the large deviation theory of the binomial distribution: how to approximate the probability ofk or more successes inn independent trials, each with success probabilityp, when the specified fraction of successes,a≡k/n, satisfies 0<p<a<1.

Supported by NIH grant GM 36230 and NSF grant DMS 8601986.
Supported by NIH grant GM 36230 and a grant from the System Development Foundation.