ABSTRACT
There are situations in which the choice of probability model is not clear or, even if we have an idea of which model to use, we simply wish to make an estimate of a probability without performing the complete computations. In addition, there are cases in which it is convenient to use one probability distribution to approximate probabilities for another distribution. Ultimately, these methods lead us to two key limit theorems that have wide applicability and important implications. These topics are examined in this chapter.
