Bernoulli

  • Bernoulli
  • Volume 6, Number 4 (2000), 591-606.

Signed Poisson approximation: a possible alternative to normal and Poisson laws

Vydas Cekanavicius and Julius Kruopis

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Abstract

Signed Poisson approximation is a signed measure, has the structure of the Poisson distribution and can be regarded as a special sort of asymptotic expansion when expansion is in the exponent. For certain lattice distributions signed Poisson approximation combines advantages of both the normal and Poisson approximations. For the generalized binomial distribution estimates with respect to the total variation and Wasserstein distances are obtained. The results are exemplified by Bernoulli decomposable variables.

Article information

Source
Bernoulli, Volume 6, Number 4 (2000), 591-606.

Dates
First available in Project Euclid: 8 April 2004

Permanent link to this document
https://projecteuclid.org/euclid.bj/1081449594

Mathematical Reviews number (MathSciNet)
MR2001e:60041

Zentralblatt MATH identifier
0976.60035

Keywords
generalized binomial distribution signed Poisson measure total variation norm Wasserstein distance

Citation

Cekanavicius, Vydas; Kruopis, Julius. Signed Poisson approximation: a possible alternative to normal and Poisson laws. Bernoulli 6 (2000), no. 4, 591--606. https://projecteuclid.org/euclid.bj/1081449594


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