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On compound Poisson approximation for sums of random variables

Author

Listed:
  • Vellaisamy, P.
  • Chaudhuri, B.

Abstract

An upper bound for the total variation distance between the distribution of the sum of a sequence of r.v.'s and that of a compound Poisson is derived. Its applications to a general independent sequence and Markov-binomial sequence are demonstrated.

Suggested Citation

  • Vellaisamy, P. & Chaudhuri, B., 1999. "On compound Poisson approximation for sums of random variables," Statistics & Probability Letters, Elsevier, vol. 41(2), pages 179-189, January.
    • Handle: RePEc:eee:stapro:v:41:y:1999:i:2:p:179-189
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    References listed on IDEAS

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    1. Yannaros, Nikos, 1991. "Poisson approximation for random sums of Bernoulli random variables," Statistics & Probability Letters, Elsevier, vol. 11(2), pages 161-165, February.
    2. Böker, Fred & Serfozo, Richard, 1983. "Ordered thinnings of point processes and random measures," Stochastic Processes and their Applications, Elsevier, vol. 15(2), pages 113-132, July.
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    Cited by:

    1. Denuit, Michel & Van Bellegem, Sébastien, 2001. "On the stop-loss and total variation distances between random sums," Statistics & Probability Letters, Elsevier, vol. 53(2), pages 153-165, June.
    2. Genest, Christian & Marceau, Etienne & Mesfioui, Mhamed, 2003. "Compound Poisson approximations for individual models with dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 73-91, February.
    3. N. S. Upadhye & P. Vellaisamy, 2014. "Compound Poisson Approximation to Convolutions of Compound Negative Binomial Variables," Methodology and Computing in Applied Probability, Springer, vol. 16(4), pages 951-968, December.

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