Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions

DOI10.1137/S0040585X97T988927zbMath1414.60017OpenAlexW2898411658MaRDI QIDQ4961765

I. G. Shevtsova

Publication date: 25 October 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t988927

zbMATH Keywords

central limit theoremBerry-Esseen inequalitynormal approximationLaplace distributioncompound Poisson distributiongeometric random sumPoisson random sumconvergence rate estimateasymptotically exact constant

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (3)

Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings ⋮ Convergence and inference for mixed Poisson random sums ⋮ Convergence Rate of Random Geometric Sum Distributions to the Laplace Law

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