Mathematics – Statistics Theory
Scientific paper
2010-11-26
Bernoulli 2010, Vol. 16, No. 4, 1114-1136
Mathematics
Statistics Theory
Published in at http://dx.doi.org/10.3150/09-BEJ246 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statisti
Scientific paper
10.3150/09-BEJ246
Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a special case, asymptotically sharp constants are calculated. For the upper bounds, the smoothing properties of compound Poisson distributions are applied. For the lower bound estimates, the characteristic function method is used.
Čekanavičius Vydas
Vellaisamy Palaniappan
No associations
LandOfFree
Compound Poisson and signed compound Poisson approximations to the Markov binomial law does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Compound Poisson and signed compound Poisson approximations to the Markov binomial law, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Compound Poisson and signed compound Poisson approximations to the Markov binomial law will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-462646