EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Compound Poisson approximation"
Narrow search

Narrow search

Year of publication
Subject
All
Compound Poisson approximation 3 Compound Poisson Approximation 2 Downtime Distribution 2 Monotone System with Repairable Components 2 Compound negative binomial approximation 1 Exceedances 1 Extreme values 1 Kerstan’s method 1 Negative Binomial approximation 1 Poisson cluster process 1 Poisson–binomial distribution 1 Stein’s factors 1 Stein’s method 1 Total variation distance 1
more ... less ...
Online availability
All
Undetermined 5
Type of publication
All
Article 5
Language
All
Undetermined 5
Author
All
Aven, Terje 2 Jensen, Uwe 2 Xia, A. 2 Gan, H.L. 1 Novak, S.Y. 1 Upadhye, N.S. 1 Vellaisamy, P. 1
more ... less ...
Published in...
All
Statistics & Probability Letters 2 Computational Statistics 1 Mathematical Methods of Operations Research 1 Stochastic Processes and their Applications 1
Source
All
RePEc 5
Showing 1 - 5 of 5
Cover Image
Stein’s method for conditional compound Poisson approximation
Gan, H.L.; Xia, A. - In: Statistics & Probability Letters 100 (2015) C, pp. 19-26
distribution is more appropriate in applications. In this note, we develop Stein’s method for conditional compound Poisson … approximation. Several applications are given to demonstrate the advantage of the direct approach of Stein’s method. …
Persistent link: https://www.econbiz.de/10011263150
Saved in:
Cover Image
Improved bounds for approximations to compound distributions
Upadhye, N.S.; Vellaisamy, P. - In: Statistics & Probability Letters 83 (2013) 2, pp. 467-473
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.
Persistent link: https://www.econbiz.de/10010602912
Saved in:
Cover Image
On exceedances of high levels
Novak, S.Y.; Xia, A. - In: Stochastic Processes and their Applications 122 (2012) 2, pp. 582-599
The distribution of the excess process describing heights of extreme values can be approximated by the distribution of a Poisson cluster process. An estimate of the accuracy of such an approximation has been derived in [4] in terms of the Wasserstein distance. The paper presents a sharper...
Persistent link: https://www.econbiz.de/10010574712
Saved in:
Cover Image
Asymptotic distribution of the downtime of a monotone system
Aven, Terje; Jensen, Uwe - In: Computational Statistics 45 (1997) 3, pp. 355-375
To compute the distribution of the downtime in a time interval [0,t] for a highly available monotone system, a Compound Poisson process (CP(t)) approximation is often used. In this paper we give sufficient conditions for when the distribution ofCP(t) is an asymptotic limit. We also study the...
Persistent link: https://www.econbiz.de/10010847855
Saved in:
Cover Image
Asymptotic distribution of the downtime of a monotone system
Aven, Terje; Jensen, Uwe - In: Mathematical Methods of Operations Research 45 (1997) 3, pp. 355-375
To compute the distribution of the downtime in a time interval [0,t] for a highly available monotone system, a Compound Poisson process (CP(t)) approximation is often used. In this paper we give sufficient conditions for when the distribution ofCP(t) is an asymptotic limit. We also study the...
Persistent link: https://www.econbiz.de/10010950244
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...