Best Poisson approximation of Poisson mixtures. A linear operator approach
The authors provide closed form solutions, in an asymptotic sense, to the problem of best choice of the Poisson parameter in Poisson approximation of Poisson mixtures, with respect to Kolmogorov and Fortet-Mourier metrics. Simple unified proofs are given by using a differential calculus based on different Taylor's formulae for the Poisson process, either in terms of the forward differences of the function under consideration or in terms of the Charlier polynomials. This approach shows that the zeros of a suitable linear combination of the first and second Charlier polynomials play a key role in determining the leading coefficient of the main term of the approximation. The same differential calculus was applied by the authors [J. Appl. Probab. 37, 765--777 (2000; Zbl 0966.60014)] in order to investigate the preservation of convex functions of arbitrary order by some positive linear operators having a suitable probabilistic representation. For the entire collection see [Zbl 1064.41003].
- Poisson approximation of multivariate Poisson mixtures
- On approximations for two classes of Poisson mixtures
- Estimating linear functionals in Poisson mixture models
- A note on mixed Poisson approximation
- scientific article; zbMATH DE number 7300701
- A note on density estimation for Poisson mixtures
- Finite mixtures of multivariate Poisson distributions with application
This page was built for publication: Best Poisson approximation of Poisson mixtures. A linear operator approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5316346)
