IJPAM: Volume 95, No. 4 (2014)

POISSON APPROXIMATION FOR RANDOM SUMS
OF POISSON RANDOM VARIABLES

K. Teerapabolarn
Department of Mathematics
Faculty of Science
Burapha University
Chonburi, 20131, THAILAND


Abstract. In this paper, we use the Stein-Chen method to determine a bound for the total variation distance between the distribution of random sums of independent Poisson random variables and an appropriate Poisson distribution. Two examples have been given to illustrate the result obtained.

Received: April 23, 2014

AMS Subject Classification: 62E17, 60F05, 60G05

Key Words and Phrases: Poisson random variable, Poisson approximation, random sums, Stein-Chen method

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DOI: 10.12732/ijpam.v95i4.6 How to cite this paper?

Source:
International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2014
Volume: 95
Issue: 4
Pages: 543 - 546


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