On the Rate of Multivariate Poisson Convergence

Bero Roos

Journal of Multivariate Analysis, 1999, vol. 69, issue 1, 120-134

Abstract: 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.

Keywords: Bernoulli; random; vectors; multivariate; Poisson; approximation; total; variation; distance (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (8)

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