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 (doi:10.1016/S0167-7152(02)00422-4)

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Official URL: http://dx.doi.org/10.1016/S0167-7152(02)00422-4

Abstract

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.

Item Type:	Article
Research Areas:	A. > School of Science and Technology > Design Engineering and Mathematics
ISI Impact:	2
Item ID:	587
Useful Links:	Middlesex University Expert Profile
Depositing User:	Repository team
Date Deposited:	28 Nov 2008 14:31
Last Modified:	03 Apr 2019 13:15
URI:	https://eprints.mdx.ac.uk/id/eprint/587

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