Compound poisson approximation in systems reliability
نویسندگان
چکیده
منابع مشابه
Compound Poisson process approximation
Compound Poisson processes are often useful as approximate models, when describing the occurrence of rare events. In this paper, we develop a method for showing how close such approximations are. Our approach is to use Stein's method directly, rather than by way of declumping and a marked Poisson process; this has conceptual advantages, but entails technical difficulties. Several applications a...
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Compound Poisson approximation is a useful tool in a variety of applications, including insurance mathematics, reliability theory, and molecular sequence analysis. In this paper, we review the ways in which Stein's method can currently be used to derive bounds on the error in such approximations. The theoretical basis for the construction of error bounds is systematically discussed, and a numbe...
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ژورنال
عنوان ژورنال: Naval Research Logistics
سال: 1996
ISSN: 0894-069X,1520-6750
DOI: 10.1002/(sici)1520-6750(199603)43:2<251::aid-nav6>3.0.co;2-9