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

DOI10.1016/J.JSPI.2009.06.013zbMATH Open1186.62027OpenAlexW1978584712MaRDI QIDQ1036712FDOQ1036712

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

Recommendations

• Improvements in the Poisson approximation of mixed Poisson distributions
• scientific article; zbMATH DE number 4028497
• Zur Approximation von gemischten durch einfache Poisson-Prozesse
• Poisson approximation of multivariate Poisson mixtures
• A note on Poisson approximation

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)

Cites Work

• Title not available (Why is that?)
• Mixed Poisson Distributions
• Stochastic orders
• Title not available (Why is that?)
• On some inequalities for the incomplete gamma function
• Some Elementary Inequalities Relating to the Gamma and Incomplete Gamma Function
• Title not available (Why is that?)
• On the Compound and Generalized Poisson Distributions
• Probability Metrics
• A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
• Error bounds for the compound Poisson approximation
• Stochastic ordering and dependence in applied probability
• Mass transhipment problems and ideal metrics
• Infinite divisibility and the waiting-time paradox
• How to (and how not to) compute stop-loss premiums in practice
• Approximation of sums by compound Poisson distributions with respect to stop-loss distances
• A new method for bounding the distance between sums of independent integer-valued random variables
• Asymptotic expansions in the Poisson limit theorem
• A note on the upper bound for the distance in total variation between the binomal and the Poisson distribution
• Upper bounds for the distance in total variation between the binomial or negative binomial and the Poisson distribution
• Sharp estimates in signed Poisson approximation of Poisson mixtures
• Improvements in the Poisson approximation of mixed Poisson distributions
• Title not available (Why is that?)

Cited In (11)

• Remarks on estimates in the total-variation metric
• Poisson approximation of multivariate Poisson mixtures
• Lambert's \(W\), infinite divisibility and Poisson mixtures
• Improvements in the Poisson approximation of mixed Poisson distributions
• Title not available (Why is that?)
• Mixed Poisson distributions tail equivalent to their mixing distributions
• Normal and poisson approximation of infinitely divisible distribution functions
• Title not available (Why is that?)
• Distance of a mixture from its parent distribution distance of a mixture from its parent distribution
• Zur Approximation von gemischten durch einfache Poisson-Prozesse
• On Infinitely Divisible Exponential Dispersion Model Related to Poisson-Exponential Distribution

This page was built for publication: Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1036712)