Compound Poisson Approximation via Information Functionals
نویسندگان
چکیده
منابع مشابه
Compound Poisson Approximation via Information Functionals
An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Nonasymptotic bounds are derived for the distance between the distribution of a sum of independent integervalued random variables and an appropriately chosen compound Poisson law. In the case where all summands have the same ...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2010
ISSN: 1083-6489
DOI: 10.1214/ejp.v15-799