Compound Poisson and signed compound Poisson approximations to the Markov binomial law
نویسندگان
چکیده
منابع مشابه
Roos Compound binomial approximations
We consider the approximation of the convolution product of not necessarily identical probability distributions qj I + pjF , (j = 1, . . . , n), where, for all j , pj = 1 − qj ∈ [0, 1], I is the Dirac measure at point zero, and F is a probability distribution on the real line. As an approximation, we use a compound binomial distribution, which is defined in a one-parametric way: the number of t...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2010
ISSN: 1350-7265
DOI: 10.3150/09-bej246