On the Rate of Multivariate Poisson Convergence
β Scribed by Bero Roos
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 141 KB
- Volume
- 69
- Category
- Article
- ISSN
- 0047-259X
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β¦ Synopsis
The distribution of the sum of independent nonidentically distributed Bernoulli random vectors in R k is approximated by a multivariate Poisson distribution. By using a multivariate adaption of Kerstan's (1964, Z. Wahrsch. verw. Gebiete 2, 173 179) method, we prove a conjecture of Barbour (1988, J. Appl. Probab. 25A, 175 184) on removing a log-term in the upper bound of the total variation distance. Second-order approximations are included.
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