Poisson and compound Poisson approximations for random sums of random variables
DSpace at IIT Bombay
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Title |
Poisson and compound Poisson approximations for random sums of random variables
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Creator |
VELLAISAMY, P
CHAUDHURI, B |
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Subject |
convergence
trials random sums poisson and compound poisson approximations cluster binomial and multinomial distributions |
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Description |
We derive upper bounds for the total variation distance, d, between the distributions of two random sums of non-negative integer-valued random variables. The main results are then applied to some important random sums, including cluster binomial and cluster multinomial distributions, to obtain bounds on approximating them to suitable Poisson or compound Poisson distributions. These bounds are generally better than the known results on Poisson and compound Poisson approximations. We also obtain a lower bound for d and illustrate it with an example.
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Publisher |
APPLIED PROBABILITY TRUST
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Date |
2011-07-18T10:01:16Z
2011-12-26T12:50:32Z 2011-12-27T05:35:50Z 2011-07-18T10:01:16Z 2011-12-26T12:50:32Z 2011-12-27T05:35:50Z 1996 |
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Type |
Article
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Identifier |
JOURNAL OF APPLIED PROBABILITY, 33(1), 127-137
0021-9002 http://dx.doi.org/10.2307/3215270 http://dspace.library.iitb.ac.in/xmlui/handle/10054/4869 http://hdl.handle.net/10054/4869 |
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Language |
en
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