Poisson approximations for sequences of random variables
type: Item
instance of: scholarly article
title: Poisson approximations for sequences of random variables
zbMATH Open document ID: 0917.60025
DOI: 10.1016/S0167-7152(98)00023-6
published in: Statistics \& Probability Letters
publication date: 1999-03-08T00:00:00Z
review text: It is well known in the general theory of the central limit problem that sums of independent random variables can always be approximated by sums of Poisson type of variables without effecting asymptotic properties. However, Poisson type of random variables is no longer defined on the nonnegative integers. The author proposes an approximation by a Poisson distribution to sums of independent and identically distributed lattice variables after proper centering. Speed of convergence is discussed and compared with the speed of normal approximation. For the underlying variables, the \((2+a)\)-th moment is assumed to be finite, \(a>0\).
reviewed by: Janos Galambos
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 1202781
zbMATH Keywords: lattice variable
zbMATH Keywords: sums
zbMATH Keywords: Poisson approximation
zbMATH Keywords: speed of convergence
author: Vydas Čekanavičius
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1202781