POISSON APPROXIMATION FOR RANDOM SUMS OF BERNOULLI RANDOM-VARIABLES

被引：13

作者：

YANNAROS, N ^{[1
]}

机构：

[1] ROYAL INST TECHNOL,DEPT MATH,S-10044 STOCKHOLM 70,SWEDEN

来源：

STATISTICS & PROBABILITY LETTERS | 1991年 / 11卷 / 02期

关键词：

POISSON CONVERGENCE; RANDOM SUMS; TOTAL VARIATION; POINT PROCESSES; THINNED POINT PROCESSES; HELLINGER INTEGRAL;

D O I：

10.1016/0167-7152(91)90135-E

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Bounds for the total variation distance between the distribution of the sum of a random number of Bernoulli summands and an appropriate Poisson distribution are given. The results can be used to derive limit theorems with rates of convergence for marked and thinned point processes. Some examples are given.

引用

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页码：161 / 165

页数：5

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