Compound Poisson Approximations for Sums of Random Variables,

Abstract

This document shows that a sum of dependent random variables is approximately compound Poisson when the variables are rarely nonzero and, given they are nonzero, their conditional distributions are nearly identical. It give several upper bounds on the total-variation distance between the distribution of such a sum and a compund Poisson distribution. Included is an example for Markovian occurrences of a rare event. The bounds are consistent with those that are known for Poisson approximations for sums of uniformly small random variables. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1985
Accession Number
ADA158555

Entities

People

  • R. F. Serfozo

Organizations

  • Georgia Tech

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Classification
  • Engineering
  • Industrial Engineering
  • Inequalities
  • Markov Chains
  • Mathematics
  • Probability
  • Random Variables
  • Security
  • Stochastic Processes
  • Systems Engineering
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Statistical inference.