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.
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页码：127 / 140
页数：13
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