Poisson approximation via the convolution with Kornya--Presman signed measures
    
    
  
  
  
      
      
      
        
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 628-632
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			We present an upper bound  for the total variation distance between the generalized polynomial
distribution and a finite signed measure, which is the convolution of two finite signed measures,
one of which is of Kornya–Presman type. In the one-dimensional Poisson case, such a finite signed
measure was first considered by K. Borovkov and D. Pfeifer [J. Appl. Probab., 33 (1996),
pp. 146–155].
We give asymptotic relations in the
one-dimensional case, and, as an example, the independent
identically distributed record model is
investigated.
It turns out that here the approximation is of order
$O(n^{-s}(\ln n)^{-{(s+1)/2}})$ for $s$ being a fixed positive
integer, whereas in the approximation with simple Kornya–Presman
signed measures, we only have the rate $O((\ln n)^{-(s+1)/2})$.
			
            
            
            
          
        
      
                  
                    
                    
                    
                        
Keywords: 
asymptotic relation, generalized polynomial distribution, independent and identically distributed record model, Kornya–Presman signed measure, upper bound.
Mots-clés : Poisson approximation, total variation distance
                    
                  
                
                
                Mots-clés : Poisson approximation, total variation distance
@article{TVP_2003_48_3_a14,
     author = {B. Roos},
     title = {Poisson approximation via the convolution with {Kornya--Presman} signed measures},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {628--632},
     publisher = {mathdoc},
     volume = {48},
     number = {3},
     year = {2003},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a14/}
}
                      
                      
                    B. Roos. Poisson approximation via the convolution with Kornya--Presman signed measures. Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 628-632. http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a14/
