On compound Poisson approximation for sums of random variables

DOI10.1016/S0167-7152(98)00141-2MaRDI QIDQ1273006zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 2 December 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00141-2

zbMATH Keywords

compound Poisson approximationsMarkov binomial distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Review text

The authors present an upper bound for the total variation distance between the distribution of the sum of random variables and the compound Poisson distribution with parameter \(\alpha\) and the compounding distribution \(F\). Applications to the Markovian occurrences of a rare event and to the sums of Markov-Bernoulli variables are also considered.

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Cited in

(31)

• Optimal upper and lower bounds for the upper tails of compound Poisson processes
• On Berry-Esseen results for the compound Poisson distribution
• Compound Poisson approximations for individual models with dependent risks.
• Kerstan's method for compound Poisson approximation.
• Remarks on compound Poisson approximation of Gaussian random sequences
• On smoothing properties of compound Poisson distributions
• Convergence and inference for mixed Poisson random sums
• Compound Poisson approximation to weighted sums of symmetric discrete variables
• On some compound distributions with Borel summands
• Compound Poisson approximation to convolutions of compound negative binomial variables
• On Hipp's compound Poisson approximations via concentration functions
• Compound Poisson approximations to sums of extrema of Bernoulli variables
• scientific article; zbMATH DE number 4216591 (Why is no real title available?)
• Compound Poisson approximation theorem
• scientific article; zbMATH DE number 5520302 (Why is no real title available?)
• An improved Poisson limit theorem for sums of dissociated random variables
• A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
• NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS
• Poisson and compound Poisson approximations for random sums of random variables
• Refined total variation bounds in the multivariate and compound Poisson approximation
• An Improvement of Poisson Approximation for Sums of Dependent Bernoulli Random Variables
• scientific article; zbMATH DE number 5205512 (Why is no real title available?)
• Ruin Probabilities in the Compound Markov Binomial Model
• Compound Poisson approximations for sums of random variables
• Compound Poisson approximations for sums of random variables
• On the stop-loss and total variation distances between random sums
• On approximation of Markov binomial distributions
• Compound Poisson and signed compound Poisson approximations to the Markov binomial law
• Total variation distance and compound poisson approximations for random sums
• Two limit theorems for Markov binomial distribution
• Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality

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