A non-asymptotic version of Cressie's refined continuity correction for the binomial distribution

10/29/2020

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by   Frédéric Ouimet, et al.

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In this paper, we prove a non-asymptotic version of the refined continuity correction for the binomial distribution found in Cressie (1978). We believe that this result could be used to improve the version of Tusnády's inequality from Massart (2002) in the bulk.