Relative Error of Scaled Poisson Approximation via Stein's Method
Probability
2024-03-18 v2
Abstract
We study the accuracy of a scaled Poisson approximation to the weighted sum of independent Poisson random variables, focusing on in particular the relative error of the tail distribution. A bound on the relative approximation error is established using a modified Stein-Chen method.
Cite
@article{arxiv.1810.04300,
title = {Relative Error of Scaled Poisson Approximation via Stein's Method},
author = {Yue Tan and Yingdong Lu and Cathy Xia},
journal= {arXiv preprint arXiv:1810.04300},
year = {2024}
}