Poisson Approximation to the Convolution of Power Series Distributions

DOI10.37190/0208-4147.00056MaRDI QIDQ5043616zbMATH OpenOpenAlexFDO

Authors Amit N. Kumar, P. Vellaisamy, Frederi Viens

Publication date 6 October 2022

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.14300

zbMATH Keywords

Stein's methodpower series distributionconvolution of distributionsPoisson and negative binomial approximation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites work

• scientific article; zbMATH DE number 52632 (Why is no real title available?)
• scientific article; zbMATH DE number 777866 (Why is no real title available?)
• An approximation theorem for the Poisson binomial distribution
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• Compound negative binomial approximations for sums of random variables
• General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations
• Normal approximations with Malliavin calculus. From Stein's method to universality
• On Stein operators for discrete approximations
• On negative binomial approximation
• On the bounds in Poisson approximation for independent geometric distributed random variables
• On the rate of Poisson convergence
• Poisson approximation for a sum of negative binomial random variables
• Poisson approximation for dependent trials
• Poisson approximation for independent geometric random variables
• Univariate Discrete Distributions
• Verallgemeinerung eines Satzes von Prochorow und Le Cam

Cited in

(1)

• Binomial approximation to locally dependent collateralized debt obligations

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