On compound Poisson approximation for sums of random variables

DOI10.1016/S0167-7152(98)00141-2zbMATH Open0921.60020OpenAlexW2021981420MaRDI QIDQ1273006FDOQ1273006

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

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zbMATH Keywords

Markov binomial distributioncompound Poisson approximations

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Some Elementary Results on Poisson Approximation in a Sequence of Bernoulli Trials
• On the limit of the Markov binomial distribution
• Compound Poisson approximation for nonnegative random variables via Stein's method
• Compound Poisson approximations for sums of random variables
• Compound Poisson approximations for sums of random variables
• Poisson approximation for random sums of Bernoulli random variables
• Title not available (Why is that?)
• Coupling methods in approximations
• Ordered thinnings of point processes and random measures
• Poisson and compound Poisson approximations for random sums of random variables

Cited In (27)

• Kerstan's method for compound Poisson approximation.
• Compound Poisson approximation to convolutions of compound negative binomial variables
• Total variation distance and compound poisson approximations for random sums
• On the stop-loss and total variation distances between random sums
• Compound Poisson approximation theorem
• On some compound distributions with Borel summands
• Title not available (Why is that?)
• Remarks on compound Poisson approximation of Gaussian random sequences
• On Berry-Esseen results for the compound Poisson distribution
• 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
• Title not available (Why is that?)
• Ruin Probabilities in the Compound Markov Binomial Model
• Compound Poisson approximations for sums of random variables
• Compound Poisson approximations for sums of random variables
• An improved Poisson limit theorem for sums of dissociated random variables
• Two limit theorems for Markov binomial distribution
• Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality
• On approximation of Markov binomial distributions
• Compound Poisson and signed compound Poisson approximations to the Markov binomial law
• Convergence and inference for mixed Poisson random sums
• Compound Poisson approximation to weighted sums of symmetric discrete variables
• Title not available (Why is that?)
• Compound Poisson approximations to sums of extrema of Bernoulli variables
• Compound Poisson approximations for individual models with dependent risks.
• On Hipp's compound Poisson approximations via concentration functions
• An Improvement of Poisson Approximation for Sums of Dependent Bernoulli Random Variables

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