On the Rate of Multivariate Poisson Convergence

The distribution of the sum of independent nonidentically distributed Bernoulli random vectors inRkis approximated by a multivariate Poisson distribution. By using a multivariate adaption of Kerstan's (1964,Z. Wahrsch. verw. Gebiete2, 173-179) method, we prove a conjecture of Barbour (1988,J. Appl. Probab.25A, 175-184) on removing a log-term in the upper bound of the total variation distance. Second-order approximations are included.

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Year of publication:	1999
Authors:	Roos, Bero
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 69.1999, 1, p. 120-134
Publisher:	Elsevier
Keywords:	Bernoulli random vectors multivariate Poisson approximation total variation distance

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

Persistent link: https://www.econbiz.de/10005221631