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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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:Middlesex University Schools and Centres > School of Science and Technology > Design Engineering and Mathematics
Citations on ISI Web of Science:2
ID Code:587
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Deposited On:28 Nov 2008 14:31
Last Modified:13 May 2014 15:47

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