Improved bounds for approximations to compound distributions

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.

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Year of publication:	2013
Authors:	Upadhye, N.S. ; Vellaisamy, P.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 2, p. 467-473
Publisher:	Elsevier
Subject:	Compound negative binomial approximation \| Compound Poisson approximation \| Poisson–binomial distribution \| Kerstan’s method

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010602912