A semigroup approach to Poisson approximation with respect to the point metric

DOI10.1016/0167-7152(94)00188-EMaRDI QIDQ1903178zbMATH OpenFDO

Authors B. Roos

Publication date 26 November 1995

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)00188-E

zbMATH Keywords

independent Bernoulli random variablesmeasure of discrepancyPoisson distributionssharp asymptotic formulae

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

Review text

Let \(X_1, \ldots, X_n\) be independent Bernoulli random variables. The article compares the distribution of \(S_n = \sum^n_{j = 1} X_j\) with suitable Poisson distributions, using as measure of discrepancy the largest difference between two point probabilities. Sharp asymptotic formulae for the discrepancy are derived, using the operator approach of \textit{P. Deheuvels} and \textit{D. Pfeifer} [Ann. Probab. 14, 663-676 (1986; Zbl 0597.60019)].

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Cites work

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Cited in

(6)

• A semigroup approach to Poisson approximation
• Poisson approximation for expectations of unbounded functions of independent random variables
• Sharp constants in the Poisson approximation
• A Charlier-Parseval approach to Poisson approximation and its applications
• Methods of Poisson approximation
• A semigroup setting for distance measures in connexion with Poisson approximation

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