Smoothing effect of Compound Poisson approximation to distribution of weighted sums
classification
🧮 math.ST
stat.TH
keywords
approximationcompoundeffectestimatedpoissonsmoothingsumsaccuracy
read the original abstract
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. The overall smoothing effect of $S$ on $w_iS_i$ is estimated by L\' evy concentration function.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.