Improved bounds for approximations to compound distributions
In 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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Volume (Year): 83 (2013)
Issue (Month): 2 ()
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References listed on IDEAS
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- Vydas Čekanavičius & Bero Roos, 2006. "Compound Binomial Approximations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(1), pages 187-210, March.
- Vydas Čekanavičius & Bero Roos, 2006. "Compound binomial approximations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, 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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