Improved bounds for approximations to compound distributions
AbstractIn this work, we consider compound negative binomial and compound Poisson approximations to the generalized Poisson–binomial distribution. We derive some total variation upper bounds which improve on the existing results in terms of the order of approximation. An application is also discussed.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 83 (2013)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Vydas Čekanavičius & Bero Roos, 2006. "Compound Binomial Approximations," Annals of the Institute of Statistical Mathematics, Springer, vol. 58(1), pages 187-210, March.
- Vydas Čekanavičius & Bero Roos, 2006. "Compound binomial approximations," Annals of the Institute of Statistical Mathematics, Springer, vol. 58(4), pages 815-815, December.
- Roos, Bero, 1999. "On the Rate of Multivariate Poisson Convergence," Journal of Multivariate Analysis, Elsevier, vol. 69(1), pages 120-134, April.
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