Compound Poisson approximation in total variation (Q1613606)
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Compound Poisson approximation in total variation (English)
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29 August 2002
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The distribution of a finite sum of nonnegative integer valued random variables can be reasonably approximated by a compound Poisson distribution; i.e. the distribution of a sum \(\sum \limits _{j=1}^N Y_j\), where \(Y_j\) are i.i.d. and \(N\) is a random variable with Poisson distribution and independent from \(Y_j\). The paper deals with estimates of the total variation between the true distribution and the approximating one. Background of the paper is general. The random summands can be dependent and differently distributed.
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Stein's method
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compound Poisson distribution
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total variation
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