Smoothing effect of Compound Poisson approximation to distribution of weighted sums
Statistics Theory
2013-03-04 v1 Statistics Theory
Abstract
The accuracy of compound Poisson approximation to the sum is estimated. Here are sums of independent or weakly dependent random variables, and denote weights. The overall smoothing effect of on is estimated by L\' evy concentration function.
Keywords
Cite
@article{arxiv.1303.0159,
title = {Smoothing effect of Compound Poisson approximation to distribution of weighted sums},
author = {Vydas Cekanavicius and Aiste Elijio},
journal= {arXiv preprint arXiv:1303.0159},
year = {2013}
}