Compound poisson approximations for sums of discrete nonlatice variables

Authors
Cekanavicius, V. Wang, H. Y.
Citation
V. Cekanavicius, et al., Compound poisson approximations for sums of discrete nonlatice variables, Advances in applied probability , 35(1), 2003, pp. 228-250
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
35
Issue
1
Year of publication
2003
Pages
228 - 250
Database
ACNP
SICI code
Abstract
Sums of independent random variables concentrated on the same finite discrete, not necessarily lattice, set of points are approximated by compound Poison distributions and signed compound Poison measures. Such approximations can be more accurate than the normal distribution. Short asymptotic expansions are constructed.