Poisson Approximation to the Convolution of Power Series Distributions

DOI10.37190/0208-4147.00056OpenAlexW4292882379MaRDI QIDQ5043616FDOQ5043616

Amit N. Kumar, Frederi Viens, P. Vellaisamy

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

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• Univariate Discrete Distributions
• An approximation theorem for the Poisson binomial distribution
• Normal approximations with Malliavin calculus. From Stein's method to universality
• On the rate of Poisson convergence
• General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations
• Poisson approximation for dependent trials
• Poisson approximation for a sum of negative binomial random variables
• Verallgemeinerung eines Satzes von Prochorow und Le Cam
• Asymptotic expansions in the Poisson limit theorem
• On Stein operators for discrete approximations
• On Negative Binomial Approximation
• On the bounds in Poisson approximation for independent geometric distributed random variables
• Poisson approximation for independent geometric random variables

Cited In (1)

• Binomial approximation to locally dependent collateralized debt obligations

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