Approximation of the generalized Poisson binomial distribution: Asymptotic expansions (Q1382691)

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scientific article; zbMATH DE number 1135543
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    Approximation of the generalized Poisson binomial distribution: Asymptotic expansions
    scientific article; zbMATH DE number 1135543

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      Approximation of the generalized Poisson binomial distribution: Asymptotic expansions (English)
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      1 April 1998
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      The subject of this article is asymptotic expansions for generalized Poisson-binomial distributions. The author constructs asymptotic expansions for the uniform compound Poisson approximations. The results obtained can be regarded as approximations for the aggregate claims distributions. It must be noted that in this paper the attention is focused on the case which, for the binomial distribution, corresponds to the case \(np\to \infty\), but \(p\to \infty\).
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      asymptotic expansions
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      generalized Poisson-binomial distributions
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      aggregate claims distributions
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