A note on skew-normal distribution approximation to the negative binomal distribution

  • Authors:
  • Jyh-Jiuan Lin;Ching-Hui Chang;Rosemary Jou

  • Affiliations:
  • Department of Statistics, Tamkang University, Tamsui, Taipei County, Taiwan;Department of Applied Statistics and Information Science, Ming Chuan University, Taoyuan, Taiwan;Graduate Institute of Management Sciences, Tamkang University, Tamsui, Taipei County, Taiwan

  • Venue:
  • WSEAS Transactions on Mathematics
  • Year:
  • 2010

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Abstract

This article revisits the problem of approximating the negative binomial distribution. Its goal is to show that the skew-normal distribution, another alternative methodology, provides a much better approximation to negative binomial probabilities than the usual normal approximation.