Compound Poisson approximations for sums of discrete nonlattice variables

被引：3
作者：
Cekanavicius, V
Wang, YH
机构：
[1] Vilnius State Univ, Dept Math & Informat, LT-2006 Vilnius, Lithuania
[2] Tunghai Univ, Dept Stat, Taichung 40704, Taiwan
来源：
ADVANCES IN APPLIED PROBABILITY | 2003年 / 35卷 / 01期
关键词：
compound Poisson distribution; signed compound Poisson measure; uniform distance;
D O I：
10.1239/aap/1046366107
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Sums of independent random variables concentrated on the same finite discrete, not necessarily lattice, set of points are approximated by compound Poisson distributions and signed compound Poisson measures. Such approximations can be more accurate than the normal distribution. Short asymptotic expansions are constructed.
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页码：228 / 250
页数：23
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