On the accuracy of multivariate compound Poisson approximation
Novak, Serguei (2003) On the accuracy of multivariate compound Poisson approximation. Statistics & Probability Letters, 62 (1). pp. 35-43. ISSN 0167-7152
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We present multivariate generalizations of some classical results on the accuracy of Poisson approximation for the distribution of a sum of 0–1 random variables. A multivariate generalization of Bradley's theorem (Michigan Math. J. 30 (1983) 69) is established as well.
|Research Areas:||A. > School of Science and Technology > Design Engineering and Mathematics|
|Citations on ISI Web of Science:||2|
|Deposited On:||28 Nov 2008 14:31|
|Last Modified:||24 Mar 2015 10:45|
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