scholarly journals Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings

Author(s):  
Fraser Daly
1996 ◽  
Vol 33 (01) ◽  
pp. 127-137 ◽  
Author(s):  
P. Vellaisamy ◽  
B. Chaudhuri

We derive upper bounds for the total variation distance, d, between the distributions of two random sums of non-negative integer-valued random variables. The main results are then applied to some important random sums, including cluster binomial and cluster multinomial distributions, to obtain bounds on approximating them to suitable Poisson or compound Poisson distributions. These bounds are generally better than the known results on Poisson and compound Poisson approximations. We also obtain a lower bound for d and illustrate it with an example.


1996 ◽  
Vol 33 (1) ◽  
pp. 127-137 ◽  
Author(s):  
P. Vellaisamy ◽  
B. Chaudhuri

We derive upper bounds for the total variation distance, d, between the distributions of two random sums of non-negative integer-valued random variables. The main results are then applied to some important random sums, including cluster binomial and cluster multinomial distributions, to obtain bounds on approximating them to suitable Poisson or compound Poisson distributions. These bounds are generally better than the known results on Poisson and compound Poisson approximations. We also obtain a lower bound for d and illustrate it with an example.


Author(s):  
Jiwei Wei ◽  
Yang Yang ◽  
Xing Xu ◽  
Yanli Ji ◽  
Xiaofeng Zhu ◽  
...  
Keyword(s):  

Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1571
Author(s):  
Irina Shevtsova ◽  
Mikhail Tselishchev

We investigate the proximity in terms of zeta-structured metrics of generalized negative binomial random sums to generalized gamma distribution with the corresponding parameters, extending thus the zeta-structured estimates of the rate of convergence in the Rényi theorem. In particular, we derive upper bounds for the Kantorovich and the Kolmogorov metrics in the law of large numbers for negative binomial random sums of i.i.d. random variables with nonzero first moments and finite second moments. Our method is based on the representation of the generalized negative binomial distribution with the shape and exponent power parameters no greater than one as a mixed geometric law and the infinite divisibility of the negative binomial distribution.


2021 ◽  
Vol 134 ◽  
pp. 11-22
Author(s):  
Haofeng Zhang ◽  
Yinduo Wang ◽  
Yang Long ◽  
Longzhi Yang ◽  
Ling Shao

1997 ◽  
Vol 29 (02) ◽  
pp. 374-387 ◽  
Author(s):  
V. Čekanavičius

The accuracy of the Normal or Poisson approximations can be significantly improved by adding part of an asymptotic expansion in the exponent. The signed-compound-Poisson measures obtained in this manner can be of the same structure as the Poisson distribution. For large deviations we prove that signed-compound-Poisson measures enlarge the zone of equivalence for tails.


2012 ◽  
Vol 29 (12) ◽  
pp. 120502
Author(s):  
Qing-Kuan Meng ◽  
Dong-Tai Feng ◽  
Xu-Tuan Gao ◽  
Yu-Xue Mei

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