On the Distance between Mixed Poisson and Poisson Distributions.

Abstract

Estimations and asymptotic expansions for several distances between mixed Poisson and Poisson distributions are given, such as the total variation distance, the Kolmogrov distance and a specific Wasserstein distance (Fortet-Mourier distance). As an example, the author generalizes and improve results of Vervaat (1969) on the total variation distance between negative binomial and Poisson distributions. The main tool is an appropriate application of operator semigroups and their probabilistic representation theory. Keywords: Poisson approximation; Banach space; Stochastic processes. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1985
Accession Number
ADA161337

Entities

People

  • Dietmar Pfeifer

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Asymptotic Series
  • Banach Space
  • Binomials
  • Mathematical Analysis
  • Mathematics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.
  • Statistical inference.

Technology Areas

  • Space