UZH-Logo

Maintenance Infos

Compound Poisson approximation for nonnegative random variables via Stein's method


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.

Abstract

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$(\nu)$, where $\nu$ is a finite positive measure on $(0, \infty)$. 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.

Abstract

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$(\nu)$, where $\nu$ is a finite positive measure on $(0, \infty)$. 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.

Altmetrics

Downloads

22 downloads since deposited on 13 Apr 2010
8 downloads since 12 months
Detailed statistics

Additional indexing

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; compound Poisson distribution; total variation distance; rate of convergence
Language:English
Date:1992
Deposited On:13 Apr 2010 11:34
Last Modified:05 Apr 2016 13:28
Publisher:Institute of Mathematical Statistics
ISSN:0091-1798
Publisher DOI:https://doi.org/10.1214/aop/1176989531

Download

[img]
Preview
Filetype: PDF
Size: 2MB
View at publisher

TrendTerms

TrendTerms displays relevant terms of the abstract of this publication and related documents on a map. The terms and their relations were extracted from ZORA using word statistics. Their timelines are taken from ZORA as well. The bubble size of a term is proportional to the number of documents where the term occurs. Red, orange, yellow and green colors are used for terms that occur in the current document; red indicates high interlinkedness of a term with other terms, orange, yellow and green decreasing interlinkedness. Blue is used for terms that have a relation with the terms in this document, but occur in other documents.
You can navigate and zoom the map. Mouse-hovering a term displays its timeline, clicking it yields the associated documents.

Author Collaborations