Relative Error of Scaled Poisson Approximation via Stein's Method
Fuente:
arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2018
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866911798082404352 |
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| author | Tan, Yue Lu, Yingdong Xia, Cathy |
| author_facet | Tan, Yue Lu, Yingdong Xia, Cathy |
| contents | We study the accuracy of a scaled Poisson approximation to the weighted sum of independent Poisson random variables, focusing on in particular the relative error of the tail distribution. A bound on the relative approximation error is established using a modified Stein-Chen method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1810_04300 |
| institution | arXiv |
| publishDate | 2018 |
| record_format | arxiv |
| spellingShingle | Relative Error of Scaled Poisson Approximation via Stein's Method Tan, Yue Lu, Yingdong Xia, Cathy Probability We study the accuracy of a scaled Poisson approximation to the weighted sum of independent Poisson random variables, focusing on in particular the relative error of the tail distribution. A bound on the relative approximation error is established using a modified Stein-Chen method. |
| title | Relative Error of Scaled Poisson Approximation via Stein's Method |
| topic | Probability |
| url | https://arxiv.org/abs/1810.04300 |