Estimating Stein's Constants for Compound Poisson Approximation
نویسندگان
چکیده
منابع مشابه
Compound Poisson process approximation
Compound Poisson processes are often useful as approximate models, when describing the occurrence of rare events. In this paper, we develop a method for showing how close such approximations are. Our approach is to use Stein's method directly, rather than by way of declumping and a marked Poisson process; this has conceptual advantages, but entails technical difficulties. Several applications a...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2000
ISSN: 1350-7265
DOI: 10.2307/3318506