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On compound Poisson approximation for sums of random variables

✍ Scribed by P. Vellaisamy; B. Chaudhuri

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
424 KB
Volume
41
Category
Article
ISSN
0167-7152

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✦ Synopsis

An upper bound for the total variation distance between the distribution of the sum of a sequence of r.v.'s and that of a compound Poisson is derived. Its applications to a general independent sequence and Markov-binomial sequence are demonstrated. (~

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