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Start Over Descriptor "Signed measure" Publisher alea. latin american journal of probability & mathematical statistics

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1 results on '"Signed measure"'

1. Refined total variation bounds in the multivariate and compound Poisson approximation.

Author

Roos, Bero

Subjects
*MATHEMATICAL bounds, *MULTIVARIATE analysis, *POISSON processes, *APPROXIMATION theory, *MATHEMATICAL convolutions, *MATHEMATICAL inequalities
Abstract

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better structure than those from the literature. A numerical example illustrates the usefulness of the bounds, and an application in the Poisson process approximation is given. The proofs use arguments from Kerstan (1964) and Roos (1999b) in combination with new smoothness inequalities, which could be of independent interest. [ABSTRACT FROM AUTHOR]

Published
2017
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