Estimating Stein's constants for compound Poisson approximation

DOI10.2307/3318506MaRDI QIDQ1586566zbMATH OpenOpenAlexFDO

Authors Aihua Xia, A. D. Barbour

Publication date 2 May 2001

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3318506

zbMATH Keywords

compound Poisson distributionPoisson approximationStein equation

Mathematics Subject Classification ID

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

Review text

Stein's method for compound Poisson approximation was introduced by \textit{A.D. Barbour}, \textit{L.H.Y. Chen} and \textit{W.-L. Loh} [Ann. Probab. 20, No. 4, 1843-1866 (1992; Zbl 0765.60015)]. One difficulty in applying the method is that the bounds on the solutions of the Stein equation are by no means as good as for the Poisson approximation. Here, it is shown that for the Kolmogorov metric and under a condition on the parameters of the approximating compound Poisson distribution, bounds comparable with those obtained for the Poisson distribution can be recovered.

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Cited in

(17)

• Estimates of pseudomoments via the Stein-Chen method
• Kerstan's method for compound Poisson approximation.
• On magic factors in Stein's method for compound Poisson approximation
• On local estimates and the Stein method
• Approximating by convolution of the normal and compound Poisson laws via Stein's method
• Compound Poisson approximation: A user's guide
• Stein's method for conditional compound Poisson approximation
• Wasserstein distance on configuration space
• On Hipp's compound Poisson approximations via concentration functions
• Stein's method for compound geometric approximation
• Exact values and sharp estimates for the total variation distance between binomial and Poisson distributions
• Solving the Stein Equation in compound poisson approximation
• A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
• scientific article; zbMATH DE number 868186 (Why is no real title available?)
• Compound Poisson approximation of subgraph counts in stochastic block models with multiple edges
• A new method for bounding the distance between sums of independent integer-valued random variables
• Biasing with an independent increment: Gaussian approximations and proximity of Poisson mixtures

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