Compound Poisson approximation for nonnegative random variables via Stein's method (Q1203658)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Compound Poisson approximation for nonnegative random variables via Stein's method |
scientific article |
Statements
Compound Poisson approximation for nonnegative random variables via Stein's method (English)
0 references
22 February 1993
0 references
The basic aim is to study compound Poisson distribution approximation to sums of independent r.v.'s in the metric of total variation. However, the paper begins with a linear integral equation whose solvability is characterized in terms of compound Poisson measure. The proof uses interesting functional analysis arguments. As examples of application bounds for the error of approximation in the case of local dependence and equiprobable allocations are given.
0 references
total variation metric
0 references
Stein's method
0 references
Banach space
0 references
compound Poisson distribution
0 references
compound Poisson measure
0 references
equiprobable allocations
0 references