On compound Poisson approximation for sums of random variables

DOI10.1016/S0167-7152(98)00141-2zbMath0921.60020OpenAlexW2021981420MaRDI QIDQ1273006

K. Appert

Publication date: 2 December 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00141-2

zbMATH Keywords

Markov binomial distributioncompound Poisson approximations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (9)

Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality ⋮ On approximation of Markov binomial distributions ⋮ Compound Poisson and signed compound Poisson approximations to the Markov binomial law ⋮ Compound Poisson approximations for individual models with dependent risks. ⋮ Kerstan's method for compound Poisson approximation. ⋮ On the stop-loss and total variation distances between random sums ⋮ Compound Poisson approximation to convolutions of compound negative binomial variables ⋮ Ruin Probabilities in the Compound Markov Binomial Model ⋮ Two limit theorems for Markov binomial distribution

Cites Work

• Poisson approximation for random sums of Bernoulli random variables
• Compound Poisson approximation for nonnegative random variables via Stein's method
• Ordered thinnings of point processes and random measures
• Coupling methods in approximations
• On the limit of the Markov binomial distribution
• Some Elementary Results on Poisson Approximation in a Sequence of Bernoulli Trials
• Poisson and compound Poisson approximations for random sums of random variables
• Compound Poisson approximations for sums of random variables
• Compound Poisson approximations for sums of random variables
• Unnamed Item
• Unnamed Item

This page was built for publication: On compound Poisson approximation for sums of random variables