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Permanent URL to this publication: http://dx.doi.org/10.5167/uzh-21767

Barbour, A D; Choi, K (2004). A non-uniform bound for translated Poisson approximation. Electronic Journal of Probability, 9(2):18-36.

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Let $X_1, ldots , X_n$ be independent, integer valued random variables, with $p^{text{th}}$ moments, $p >2$, and let $W$ denote their sum. We prove bounds analogous to the classical non-uniform estimates of the error in the central limit theorem, but now, for approximation of $law(W)$ by a translated Poisson distribution. The advantage is that the error bounds, which are often of order no worse than in the classical case, measure the accuracy in terms of total variation distance. In order to have good approximation in this sense, it is necessary for $law(W)$ to be sufficiently smooth; this requirement is incorporated into the bounds by way of a parameter $al$, which measures the average overlap between $law(X_i)$ and $law(X_i+1), , 1 le i le n.$

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
DDC:510 Mathematics
Date:4 February 2004
Deposited On:16 Nov 2009 20:34
Last Modified:27 Nov 2013 18:04
Publisher:Institute of Mathematical Statistics
Official URL:http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle671b.html?id=1425
Citations:Web of Science®. Times Cited: 2
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Scopus®. Citation Count: 3

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