Signed Poisson Approximation: A Possible Alternative to Normal and Poisson Laws

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 the expansion is in the exponent. For certain lattice distributions signed Poisson approximation combines advantages of both the normal a...

Full description

Saved in:
Bibliographic Details
Published in:Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability 2000-08, Vol.6 (4), p.591-606
Main Authors: Čekanavičius, Vydas, Kruopis, Julius
Format: Article
Language:English
Subjects:
Approximation
Bessel functions
Binomial distributions
Binomials
Estimate reliability
generalized binomial distribution
Integers
Mathematical lattices
Mathematical theorems
Random variables
signed Poisson measure
total variation norm
Wasserstein distance
Citations: Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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 the 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.
ISSN:1350-7265
DOI:10.2307/3318507