Permanent URL to this publication: http://dx.doi.org/10.5167/uzh-22719
Barbour, A D; Chen, L; Loh, W-L (1992). Compound Poisson approximation for nonnegative random variables via Stein's method. The Annals of Probability, 20(4):1843-1866.
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The aim of this paper is to extend Stein's method to a compound Poisson distribution setting. The compound Poisson distributions of concern here are those of the form POIS, where is a finite positive measure on . A number of results related to these distributions are established. These in turn are used in a number of examples to give bounds for the error in the compound Poisson approximation to the distribution of a sum of random variables.
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|Item Type:||Journal Article, refereed, original work|
|Communities & Collections:||07 Faculty of Science > Institute of Mathematics|
|Uncontrolled Keywords:||Stein's method; compound Poisson distribution; total variation distance; rate of convergence|
|Deposited On:||13 Apr 2010 11:34|
|Last Modified:||27 Nov 2013 22:48|
|Publisher:||Institute of Mathematical Statistics|
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