Approximating by convolution of the normal and compound Poisson laws via Stein’s method

被引：0

作者：

Vydas Čekanavičius

Palaniappan Vellaisamy

机构：

[1] Vilnius University,Faculty of Mathematics and Informatics

[2] Indian Institute of Technology Bombay,Department of Mathematics

来源：

Lithuanian Mathematical Journal | 2018年 / 58卷

关键词：

compound Poisson; convolution; normal distribution; perturbation; Stein’s method; 60F05; 62E20;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We apply Stein’s method to estimate the closeness of the mixtures of distributions to the convolution of the normal and Poisson laws. To derive the Stein operator, we use a moment generating function. Then we apply a perturbation technique to estimate the solution to the Stein equation.

引用

页码：127 / 140

页数：13

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