4.2 RANDOM VARIABLE APPROXIMATIONS

The approximations described in this section are not special cases of a random variable for specific finite values of the pdf parameters, but are limiting cases when one or more of the parameters becomes very large. Table 4.1 summarizes some related discrete random variables that are discussed first.

FIGURE 4.1 Modifying a random variable. (a) Conditioning on a related random variable X for a specific value x to give fY|X(y|x). (b) Transforming to a new random variable X with pdf fX(x).

nc04f001.eps

TABLE 4.1 Asymptotic Approximations of Random Variables

Distribution Conditions Approximation
Hypergeometric {N, M, n} , M/N = p Binomial {n, p}
Binomial {n, p} , , Poisson
Negative binomial {m, p} Poisson {m(1−p)}
Binomial {n, p} N large Gaussian ...

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