On the rate of multivariate Poisson convergence

JOURNAL OF MULTIVARIATE ANALYSIS

卷:69

Article

Roos, B

关键词: Bernoulli random vectors;    multivariate Poisson approximation;    total variation distance;   

DOI  :  10.1006/jmva.1998.1789

来源: Elsevier

【 摘 要 】

The distribution of the sum of independent nonidentically distributed Bernoulli random vectors in R-k is approximated by a multivariate Poisson distribution. By using a multivariate adaption of Kerstan's (1964, Z. Wahrsch. verw. Gebiete 2, 173-179) method, we prove a conjecture of Barbour (1988, J. Appl. Probab. 25A, 175-184) on removing a log-term in the upper bound of the total variation distance. Second-order approximations are included. (C) 1999 Academic Press.

【 授权许可】

Free