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Smoothing effect of Compound Poisson approximation to distribution of weighted sums
characteristic function concentration function compound Poisson distribution Kolmogorov norm weighted random variables.
2013/4/27
The accuracy of compound Poisson approximation to the sum $S=w_1S_1+w_2S_2+...+w_NS_N$ is estimated.
Here $S_i$ are sums of independent or weakly dependent random variables, and $w_i$ denote weights...
A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
compound Poisson approximation coupling inequality law of small numbers
2010/10/19
Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the...