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.
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.
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.
| 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: | 03 Oct 2023 01:41 |
| Publisher: | Institute of Mathematical Statistics |
| ISSN: | 0091-1798 |
| OA Status: | Hybrid |
| Publisher DOI: | https://doi.org/10.1214/aop/1176989531 |
Barbour, A D