On the accuracy of multivariate compound Poisson approximation
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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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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. Middlesex University Schools and Centres > School of Science and Technology > Design Engineering and Mathematics |
| Citations on ISI Web of Science: | 2 |
| ID Code: | 587 |
| Useful Links: | |
| Deposited On: | 28 Nov 2008 14:31 |
| Last Modified: | 07 Nov 2014 16:27 |
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