On the accuracy of multivariate compound Poisson approximation
β Scribed by S.Y. Novak
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 148 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0167-7152
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β¦ Synopsis
We present multivariate generalizations of some classical results on the accuracy of Poisson approximation for the distribution of a sum of 0 -1 random variables. A multivariate generalization of Bradley's theorem (Michigan Math. J. 30 (1983) 69) is established as well.
π SIMILAR VOLUMES
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. (~
Let {X i ; i ΒΏ 1} be a sequence of m-dependent stationary standard Gaussian random variables and u n ; n β N some positive constants. In this note we generalise results of Raab (Extremes 1(3) (1999) 29.), who considered compound Poisson approximation for W n = n i=1 1{X i ΒΏ u n } the number of excee