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Poisson Approximation to the Convolution of Power Series Distributions

Probability 2020-06-26 v1

Abstract

In this article, we obtain, for the total variance distance, the error bounds between Poisson and convolution of power series distributions via Stein's method. This provides a unified approach to many known discrete distributions. Several Poisson limit theorems follow as corollaries from our bounds. As applications, we compare the Poisson approximation results with the negative binomial approximation results, for the sums of Bernoulli, geometric, and logarithmic series random variables.

Keywords

Cite

@article{arxiv.2006.14300,
  title  = {Poisson Approximation to the Convolution of Power Series Distributions},
  author = {A. N. Kumar and P. Vellaisamy and F. Viens},
  journal= {arXiv preprint arXiv:2006.14300},
  year   = {2020}
}

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15 pages