Relative Error of Scaled Poisson Approximation via Stein's Method
From MaRDI portal
Publication:6503392
arXiv1810.04300MaRDI QIDQ6503392FDOQ6503392
Authors: Yue Tan, Yingdong Lu, Cathy H. Xia 
Abstract: We study the accuracy of a scaled Poisson approximation to the weighted sum of independent Poisson random variables, focusing on in particular the relative error of the tail distribution. We establish a moderate deviation bound on the approximation error using a modified Stein-Chen method. Numerical experiments are also presented to demonstrate the quality of the approximation.
This page was built for publication: Relative Error of Scaled Poisson Approximation via Stein's Method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6503392)
