Permanent URL to this publication: http://dx.doi.org/10.5167/uzh-22121
Barbour, A D; Xia, A (1999). Poisson perturbations. ESAIM: Probability and Statistics, 3:131-150.
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Stein's method is used to prove approximations in total variation to the distributions of integer valued random variables by (possibly signed) compound Poisson measures. For sums of independent random variables, the results obtained are very explicit, and improve upon earlier work of Kruopis (1983) and Cekanavicius (1997); coupling methods are used to derive concrete expressions for the error bounds. An example is given to illustrate the potential for application to sums of dependent random variables.
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|Item Type:||Journal Article, refereed, original work|
|Communities & Collections:||07 Faculty of Science > Institute of Mathematics|
|Dewey Decimal Classification:||510 Mathematics|
|Uncontrolled Keywords:||Stein's method, signed compound Poisson measure, total variation, coupling|
|Deposited On:||25 Mar 2010 11:05|
|Last Modified:||23 Nov 2012 15:47|
|Additional Information:||© Copyright EDP Sciences, SMAI|
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