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.
Volume (Year): 83 (2013)
Issue (Month): 2 ()
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
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(4), pages 815-815, December.
- Vydas Čekanavičius & Bero Roos, 2006. "Compound Binomial Approximations," Annals of the Institute of Statistical Mathematics, Springer, vol. 58(1), pages 187-210, March.
- Roos, Bero, 1999. "On the Rate of Multivariate Poisson Convergence," Journal of Multivariate Analysis, Elsevier, vol. 69(1), pages 120-134, April.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:83:y:2013:i:2:p:467-473. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.