Affordable Access

On the Rate of Multivariate Poisson Convergence

Authors

Abstract

The distribution of the sum of independent nonidentically distributed Bernoulli random vectors inRkis approximated by a multivariate Poisson distribution. By using a multivariate adaption of Kerstan's (1964,Z. Wahrsch. verw. Gebiete2, 173-179) method, we prove a conjecture of Barbour (1988,J. Appl. Probab.25A, 175-184) on removing a log-term in the upper bound of the total variation distance. Second-order approximations are included.

There are no comments yet on this publication. Be the first to share your thoughts.

Statistics

Seen <100 times
0 Comments

More articles like this

On the Rate of Multivariate Poisson Convergence

on Journal of Multivariate Analys... Jan 01, 1999

Bayesian multivariate Poisson models for insurance...

on Insurance Mathematics and Econ... Jan 01, 2011
More articles like this..