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Compound Binomial Approximations

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  • Vydas Čekanavičius
  • Bero Roos

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Suggested Citation

  • Vydas Čekanavičius & Bero Roos, 2006. "Compound Binomial Approximations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(1), pages 187-210, March.
    • Handle: RePEc:spr:aistmt:v:58:y:2006:i:1:p:187-210
    DOI: 10.1007/s10463-005-0018-4
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    References listed on IDEAS

    as
    1. Ehm, Werner, 1991. "Binomial approximation to the Poisson binomial distribution," Statistics & Probability Letters, Elsevier, vol. 11(1), pages 7-16, January.
    2. Roos, Bero, 2001. "Sharp constants in the Poisson approximation," Statistics & Probability Letters, Elsevier, vol. 52(2), pages 155-168, April.
    3. Michel, R., 1987. "An Improved Error Bound for the Compound Poisson Approximation of a Nearly Homogeneous Portfolio," ASTIN Bulletin, Cambridge University Press, vol. 17(2), pages 165-169, November.
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    Cited by:

    1. Upadhye, N.S. & Vellaisamy, P., 2013. "Improved bounds for approximations to compound distributions," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 467-473.
    2. A. Elijio & V. Čekanavičius, 2015. "Compound Poisson approximation to weighted sums of symmetric discrete variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(1), pages 195-210, February.
    3. Kruopis, Julius & Čekanavičius, Vydas, 2014. "Compound Poisson approximations for symmetric vectors," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 30-42.

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