On compound Poisson approximation for sums of random variables

P. Vellaisamy and B. Chaudhuri

Statistics & Probability Letters, 1999, vol. 41, issue 2, 179-189

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.

Keywords: Sums; of; dependent; random; variables; Compound; Poisson; approximations; Markov-binomial; distribution; Limiting; distributions (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (3)

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