Bounds for the total variation distance between the binomial and the Poisson distribution in case of medium-sized success probabilities

DOI10.1239/jap/1032374232zbMath0936.62018OpenAlexW1996083549MaRDI QIDQ4261288

Michael Weba

Publication date: 18 May 2000

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032374232

zbMATH Keywords

Poisson distributionbinomial distributiontotal variation distancerisk theoryaccumulated claim distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (4)

A Charlier-Parseval approach to Poisson approximation and its applications ⋮ Eine Verschärfung der Schranke von LeCam zur Poisson-Approximation von Gesamtschadenverteilungen im individuellen Modell ⋮ Unnamed Item ⋮ A note on LeCam's bound for the distance between the Poisson binomial and the Poisson distribution

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