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January 2005 Sharp estimates in signed Poisson approximation of Poisson mixtures
José Antonio Adell, Alberto Lekuona
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Bernoulli 11(1): 47-65 (January 2005). DOI: 10.3150/bj/1110228242

Abstract

We give sharp estimates in total variation and certain kinds of stop-loss metrics in signed Poisson approximation of Poisson mixtures. We provide closed-form solutions to the problem of best choice of the Poisson parameter in simple Poisson approximation with respect to the total variation distance. The important special case of the negative binomial distribution is also discussed. To obtain our results, we apply a differential calculus based on different Taylor formulae for the Poisson process which allows us to give simple unified proofs.

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José Antonio Adell. Alberto Lekuona. "Sharp estimates in signed Poisson approximation of Poisson mixtures." Bernoulli 11 (1) 47 - 65, January 2005. https://doi.org/10.3150/bj/1110228242

Information

Published: January 2005
First available in Project Euclid: 7 March 2005

zbMATH: 1062.60034
MathSciNet: MR2121455
Digital Object Identifier: 10.3150/bj/1110228242

Keywords: Charlier polynomials , finite signed measure , Poisson approximation , poisson mixture , probability metrics

Rights: Copyright © 2005 Bernoulli Society for Mathematical Statistics and Probability

Vol.11 • No. 1 • January 2005
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