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Improved bounds for approximations to compound distributions

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Title Improved bounds for approximations to compound distributions
 
Creator UPADHYE, NS
VELLAISAMY, P
 
Subject Compound negative binomial approximation
Compound Poisson approximation
Poisson-binomial distribution
Kerstan's method
POISSON APPROXIMATION
CONVERGENCE
 
Description In this work, we consider compound negative binomial and compound Poisson approximations to the generalized Poisson-binomial distribution. We derive some total variation upper bounds which improve on the existing results in terms of the order of approximation. An application is also discussed. (C) 2012 Elsevier B.V. All rights reserved.
 
Publisher ELSEVIER SCIENCE BV
 
Date 2014-10-14T13:14:17Z
2014-10-14T13:14:17Z
2013
 
Type Article
 
Identifier STATISTICS & PROBABILITY LETTERS, 83(2)467-473
http://dx.doi.org/10.1016/j.spl.2012.10.021
http://dspace.library.iitb.ac.in/jspui/handle/100/14493
 
Language en