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Smoothing effect of Compound Poisson approximation to distribution of weighted sums
characteristic function concentration function compound Poisson distribution Kolmogorov norm weighted random variables.
2013/4/27
The accuracy of compound Poisson approximation to the sum $S=w_1S_1+w_2S_2+...+w_NS_N$ is estimated.
Here $S_i$ are sums of independent or weakly dependent random variables, and $w_i$ denote weights...
Exchangeable pairs and Poisson approximation
exchangeable pairs poisson approximation problem
2009/5/18
This is a survery paper on Poisson approximation using Stein's method of exchangeable pairs. We illustrate using Poisson-binomial trials and many variations on three classical problems of combinatoria...