Compound Poisson approximations for sums of discrete nonlattice variables-Reference-Cited by-同舟云学术

Compound Poisson approximations for sums of discrete nonlattice variables

Published:2003-03 Issue:1 Volume:35 Page:228-250
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Čekanavičius V.,Wang Y. H.

Abstract

Sums of independent random variables concentrated on the same finite discrete, not necessarily lattice, set of points are approximated by compound Poisson distributions and signed compound Poisson measures. Such approximations can be more accurate than the normal distribution. Short asymptotic expansions are constructed.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

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