Poisson approximation of multivariate Poisson mixtures-Reference-Cited by-同舟云学术

Poisson approximation of multivariate Poisson mixtures

Published:2003-06 Issue:2 Volume:40 Page:376-390
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Roos Bero

Abstract

We show how good multivariate Poisson mixtures can be approximated by multivariate Poisson distributions and related finite signed measures. Upper bounds for the total variation distance with applications to risk theory and generalized negative multinomial distributions are given. Furthermore, it turns out that the ideas used in this paper also lead to improvements in the Poisson approximation of generalized multinomial distributions.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference23 articles.

1. Coupling methods in approximations

2. Asymptotics and Sharp Bounds in the Poisson Approximation to the Poisson-Binomial Distribution

3. Compound model for two dependent kinds of claim

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