Compound Poisson approximation to weighted sums of symmetric discrete variables

DOI10.1007/S10463-013-0445-6MaRDI QIDQ2255173zbMATH OpenOpenAlexFDO

Authors A. Elijio, Vydas Čekanavičius

Publication date 6 February 2015

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-013-0445-6

zbMATH Keywords

compound Poisson distributionconcentration functionKolmogorov normweighted random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cites work

• An expansion in the exponent for compound binomial approximations
• Approximation der Verteilungen von Summen unabhängiger nichtnegativer ganzzahliger Zufallsgrößen durch Poissonsche Verteilungen
• Approximation in Variation of the Distribution of a Sum of Independent Bernoulli Variables with a Poisson Law
• Approximation of distributions of integral additive functions by discrete charges. I
• Approximations of distributions of sums of lattice random variables. I
• Compound binomial approximations
• Compound Poisson approximations for sums of discrete nonlattice variables
• Estimates in Total Variation for Convolutions of Compound Distributions
• scientific article; zbMATH DE number 4078402 (Why is no real title available?)
• scientific article; zbMATH DE number 3226595 (Why is no real title available?)
• Infinitely divisible approximations for discrete nonlattice variables
• On Hipp's compound Poisson approximations via concentration functions
• On the Accuracy of Approximation of Distributions of Sums of Independent Random Variables—Which are Nonzero with a Small Probability—By Means of Accompanying Laws
• On the limiting behavior of randomly weighted partial sums
• On the Rate of Approach of the Distributions of Sums of Independent Random Variables to Accompanying Distributions
• On the validity of Edgeworth and saddlepoint approximations
• Smoothing effect of compound Poisson approximations to the distributions of weighted sums
• Strong approximation theorems for geometrically weighted random series and their applications
• WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES

Cited in

(8)

• On closeness of two discrete weighted sums
• Compound Poisson approximation
• Smoothing effect of compound Poisson approximations to the distributions of weighted sums
• Approximations of the cumulative distribution function for infinite weighted sum of random variables
• Lower-bound estimates for Poisson-type approximations
• Approximations to the distribution of weighted combination of independent probabilities
• Compound Poisson approximations for symmetric vectors
• Distribution and moments of the weighted sum of uniforms random variables, with applications in reducing monte carlo simulations

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