On compound Poisson approximation for sums of random variables
type: Item
instance of: scholarly article
title: On compound Poisson approximation for sums of random variables
zbMATH Open document ID: 0921.60020
DOI: 10.1016/S0167-7152(98)00141-2
author: K. Appert
published in: Statistics \& Probability Letters
publication date: 1998-12-02T00:00:00Z
review text: The authors present an upper bound for the total variation distance between the distribution of the sum of random variables and the compound Poisson distribution with parameter \(\alpha\) and the compounding distribution \(F\). Applications to the Markovian occurrences of a rare event and to the sums of Markov-Bernoulli variables are also considered.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62E17
zbMATH DE Number: 1228686
zbMATH Keywords: compound Poisson approximations
zbMATH Keywords: Markov binomial distribution
reviewed by: Zdzisław Rychlik
MaRDI profile type: Publication
cites work: Compound Poisson approximation for nonnegative random variables via Stein's method
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cites work: Poisson approximation for random sums of Bernoulli random variables
full work available at URL: s0167-7152(98)00141-2
OpenAlex ID: W2021981420
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description: scientific article; zbMATH DE number 1228686