An expansion in the exponent for compound binomial approximations

Link:
Autor/in:
Erscheinungsjahr:
2006
Medientyp:
Text
Schlagworte:
  • Compound Poisson distribution
  • Compound binomial distribution
  • Concentration norm
  • Expansion in the exponent
  • Kolmogorov norm
  • Sharp constants
  • Shifted distributions
  • Symmetric distributions
  • Total-variation norm
Beschreibung:
  • The purpose of this paper is two-fold. First, we introduce a new asymptotic expansion in the exponent for the compound binomial approximation of the generalized Poisson binomial distribution. The dependence of its accuracy on the symmetry and shifting of distributions is investigated. Second, for compound binomial and compound Poisson distributions, we present new smoothness estimates, some of which contain explicit constants. Finally, the ideas used in this paper enable us to prove new precise bounds in the compound Poisson approximation. © 2006 Springer Science+Business Media, Inc.
Lizenz:
  • info:eu-repo/semantics/closedAccess
Quellsystem:
Forschungsinformationssystem der UHH
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Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/795d341c-f23a-4cba-a6c6-138d91be5ef6