Compound Poisson approximation in total variation (Q1613606)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Compound Poisson approximation in total variation |
scientific article |
Statements
Compound Poisson approximation in total variation (English)
0 references
29 August 2002
0 references
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.
0 references
Stein's method
0 references
compound Poisson distribution
0 references
total variation
0 references