A note on Poisson approximation in multivariate case

DOI10.2996/KMJ/1138037417MaRDI QIDQ1096245zbMATH OpenOpenAlexFDO

Authors Cheng-Gee Liu

Publication date 1987

Published in Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2996/kmj/1138037417

zbMATH Keywords

Poisson approximation for the sum of independent Bernoulli random vectors

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Review text

In recent years has been discussed the Poisson approximation for the sum of independent Bernoulli random vectors. We usually define multivariate Poisson distributions P(\(\lambda)\) by \(P(x=K)=\sum_{[C]}\prod_{i\in E}p(\alpha_ i;\lambda_ i)\) where \(p(\alpha_ i;\lambda_ i)\) is a univariate Poisson density. \textit{K. Kawamura} [ibid. 2, 337-345 (1979; Zbl 0434.60019)] has derived sufficient conditions of a Poisson approximation to the sum of independent identically multivariate Bernoulli random vectors. The author has discussed the multivariate Poisson distribution by the limiting value of the sum of Bernoulli random vectors and shown sufficient conditions for the Poisson approximation to the sum of independent Bernoulli random vectors which may or may not be identically distributed. The converse assertion of this paper will also be true which needs very complicated proofs and will be published in the near future, that is, the conditions are also necessary for the Poisson approximation. Finally, this paper gives a trivial result if we suppose that the sequence of probability distributions has the property of ``smallness, that is, \(\lim_{k}\min_{j}P(X_{kj}=0)=1\).

Recommendations

• The condition for an approximation of Poisson distribution to Bernoulli sums in multivariate distribution
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Cites work

• A Family of Bivariate Distributions Generated by the Bivariate Bernoulli Distribution
• Necessary and sufficient conditions for a Poisson approximation (trivariate case)
• Poisson approximation for sums of independent bivariate Bernoulli vectors
• The structure of multivariate Poisson distribution

Cited in

(7)

• Necessary and sufficient conditions for a Poisson approximation (trivariate case)
• The condition for an approximation of Poisson distribution to Bernoulli sums in multivariate distribution
• On the accuracy of multivariate compound Poisson approximation.
• A multivariate extension of poisson's theorem
• scientific article; zbMATH DE number 44778 (Why is no real title available?)
• A note on mixed Poisson approximation
• Limit theorems for multivariate discrete distributions.

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