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
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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.
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},
publisher = {mathdoc},
volume = {47},
number = {2},
year = {2002},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a17/}
}
TY - JOUR AU - B. Roos TI - Kerstan's method in the multivariate poisson approximation: an expansion in the exponent JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2002 SP - 397 EP - 402 VL - 47 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a17/ LA - en ID - TVP_2002_47_2_a17 ER -
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/