Approximation of sums of conditionally independent variables by the translated Poisson distribution
Röllin, Adrian
Bernoulli, Tome 11 (2005) no. 1, p. 1115-1128 / Harvested from Project Euclid
It is shown that the sum of a Poisson and an independent approximately normally distributed integer-valued random variable can be well approximated in total variation by a translated Poisson distribution, and further that a mixed translated Poisson distribution is close to a mixed translated Poisson distribution with the same random shift but fixed variance. Using these two results, a general approach is then presented for the approximation of sums of integer-valued random variables, having some conditional independence structure, by a translated Poisson distribution. We illustrate the method by means of two examples. The proofs are mainly based on Stein's method for distributional approximation.
Publié le : 2005-12-14
Classification:  Stein's method,  total variation metric,  translated Poisson distribution
@article{1137421642,
     author = {R\"ollin, Adrian},
     title = {Approximation of sums of conditionally independent variables by the translated Poisson distribution},
     journal = {Bernoulli},
     volume = {11},
     number = {1},
     year = {2005},
     pages = { 1115-1128},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1137421642}
}
Röllin, Adrian. Approximation of sums of conditionally independent variables by the translated Poisson distribution. Bernoulli, Tome 11 (2005) no. 1, pp.  1115-1128. http://gdmltest.u-ga.fr/item/1137421642/