Improved bounds for approximations to compound distributions

N.S. Upadhye and P. Vellaisamy

Statistics & Probability Letters, 2013, vol. 83, issue 2, 467-473

Abstract: In this work, we consider compound negative binomial and compound Poisson approximations to the generalized Poisson–binomial distribution. We derive some total variation upper bounds which improve on the existing results in terms of the order of approximation. An application is also discussed.

Keywords: Compound negative binomial approximation; Compound Poisson approximation; Poisson–binomial distribution; Kerstan’s method (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:2:p:467-473

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DOI: 10.1016/j.spl.2012.10.021

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