Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law

DOI10.1016/J.JSPI.2009.06.013MaRDI QIDQ1036712zbMATH OpenOpenAlexFDO

Authors Eutichia Vaggelatou

Publication date 13 November 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.06.013

zbMATH Keywords

infinite divisibilityKolmogorov distancePoisson approximationconvex ordernegative binomial distributiontotal variation distancemixed Poisson distributionZolotarev's ideal metric

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• scientific article; zbMATH DE number 4028497 (Why is no real title available?)
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• Infinite divisibility and the waiting-time paradox
• Mass transhipment problems and ideal metrics
• Mixed Poisson Distributions
• On some inequalities for the incomplete gamma function
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• Probability Metrics
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• Stochastic ordering and dependence in applied probability
• Stochastic orders
• Upper bounds for the distance in total variation between the binomial or negative binomial and the Poisson distribution

Cited in

(11)

• Distance of a mixture from its parent distribution distance of a mixture from its parent distribution
• Lambert's \(W\), infinite divisibility and Poisson mixtures
• Mixed Poisson distributions tail equivalent to their mixing distributions
• scientific article; zbMATH DE number 4028497 (Why is no real title available?)
• Improvements in the Poisson approximation of mixed Poisson distributions
• On Infinitely Divisible Exponential Dispersion Model Related to Poisson-Exponential Distribution
• scientific article; zbMATH DE number 1819762 (Why is no real title available?)
• Normal and poisson approximation of infinitely divisible distribution functions
• Poisson approximation of multivariate Poisson mixtures
• Zur Approximation von gemischten durch einfache Poisson-Prozesse
• Remarks on estimates in the total-variation metric

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