Geodesic
Kerstan's method in the multivariate poisson approximation: an expansion in the exponent
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 2, pp. 397-402 Cet article a éte moissonné depuis la source Math-Net.Ru

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The generalized multinomial distribution is approximated by finite signed measures, resulting from a Poisson-type expansion in the exponent. In the univariate case, this expansion was first used by Kornya and Presman. We apply Kerstan's method and present a bound for the total variation distance with explicit constants.
Keywords: expansion in the exponent, generalized multinomial distribution, Kerstan's method
Mots-clés : multivariate Poisson approximation, total variation distance. 
@article{TVP_2002_47_2_a17,
     author = {B. Roos},
     title = {Kerstan's method in the multivariate poisson approximation: an expansion in the exponent},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {397--402},
     year = {2002},
     volume = {47},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a17/}
}
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B. Roos. Kerstan's method in the multivariate poisson approximation: an expansion in the exponent. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 2, pp. 397-402. http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a17/