On the Accuracy of the Normal Approximation to Compound Poisson Distributions

DOI10.1137/S0040585X97986424zbMath1298.60033OpenAlexW1995371023MaRDI QIDQ5166320

I. G. Shevtsova

Publication date: 26 June 2014

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

Full work available at URL: https://doi.org/10.1137/s0040585x97986424

zbMATH Keywords

central limit theoremBerry-Esseen inequalitynormal approximationPoisson random sumconvergence rate estimateasymptotically exact constant

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99)

Related Items (4)

Modeling high-frequency non-homogeneous order flows by compound Cox processes ⋮ Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions ⋮ Bounds for the Concentration Functions of Random Sums under Relaxed Moment Conditions ⋮ Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions

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