Poisson and compound Poisson approximations for random sums of random variables

DOI10.2307/3215270MaRDI QIDQ4877410zbMATH OpenOpenAlexFDO

Authors

Publication date 13 January 1997

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215270

zbMATH Keywords

cluster binomial and multinomial distributionsPoisson and compound Poisson approximationrandom sumstotal variation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

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Cited in

(21)

• On compound Poisson approximation for sums of random variables
• On the number of overflown urns and excess balls in an allocation model with limited urn capacity
• Compound Poisson approximation to weighted sums of symmetric discrete variables
• Lower-bound estimates for Poisson-type approximations
• Compound Poisson approximation to convolutions of compound negative binomial variables
• scientific article; zbMATH DE number 5520302 (Why is no real title available?)
• On the distance between the distributions of random sums
• Compound Poisson approximation for the distribution of extremes
• Poisson Approximations for Sum of Bernoulli Random Variables and its Application to Ewens Sampling Formula
• An extension of random summations of independent and identically distributed random variables
• Bounds for the concentration functions of random sums under relaxed moment conditions
• scientific article; zbMATH DE number 1880292 (Why is no real title available?)
• Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
• Poisson approximation for random sums of geometric random variables
• scientific article; zbMATH DE number 5205512 (Why is no real title available?)
• scientific article; zbMATH DE number 4182501 (Why is no real title available?)
• Approximation results for sums of independent random variables
• On the stop-loss and total variation distances between random sums
• A new method for bounding the distance between sums of independent integer-valued random variables
• Total variation distance and compound poisson approximations for random sums
• On geometric-type approximations with applications

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