A new method for bounding the distance between sums of independent integer-valued random variables

DOI10.1007/S11009-008-9118-YzbMath1208.60020OpenAlexW2159165526MaRDI QIDQ607603

Eutichia Vaggelatou

Publication date: 22 November 2010

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-008-9118-y

zbMATH Keywords

Kolmogorov distancePoisson approximationcompound Poisson approximationconvex ordertotal variation distancenegative binomial approximationdiscrete HNBUE/HNWUE distributionZolotarev's ideal metric of order 2

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (2)

The Kolmogorov distance between the binomial and Poisson laws: efficient algorithms and sharp estimates ⋮ Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law

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