Metric multivariate Poisson approximation of the generalized multinomial distribution
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 2, pp. 404-413
Cet article a éte moissonné depuis la source Math-Net.Ru
The aim of this paper is to introduce the multivariate Charlier B expansion to the metric multivariate Poisson approximation of a generalized multinomial distribution considered by Barbour [J. Appl. Probab., 25 (1988), pp. 175–184] and Deheuvels and Pfeifer [J. Multivariate Anal., 25 (1988), pp. 65–89]. Bounds for the total variation and the point metric are given.
Keywords:
generalized multinomial distribution, multivariate Charlier B expansion, point metric.
Mots-clés : Poisson approximation, total variation
Mots-clés : Poisson approximation, total variation
@article{TVP_1998_43_2_a16,
author = {B. Roos},
title = {Metric multivariate {Poisson} approximation of the generalized multinomial distribution},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {404--413},
year = {1998},
volume = {43},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_2_a16/}
}
B. Roos. Metric multivariate Poisson approximation of the generalized multinomial distribution. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 2, pp. 404-413. http://geodesic.mathdoc.fr/item/TVP_1998_43_2_a16/