Results 11 to 20 of about 30,813 (269)
Fisher information, compound Poisson approximation and the Poisson channel [PDF]
2007 IEEE International Symposium on Information Theory, 2007 — Fisher information plays a fundamental role in the analysis of Gaussian noise channels and in the study of Gaussian approximations in probability and statistics.
Ioannis Kontoyiannis +2 more
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On the accuracy of multivariate compound Poisson approximation [PDF]
Statistics & Probability Letters, 2003 We present multivariate generalizations of some classical results on the accuracy of Poisson approximation for the distribution of a sum of 0–1 random variables. A multivariate generalization of Bradley's theorem (Michigan Math. J.
Barbour +14 more
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Compound Poisson and signed compound Poisson approximations to the Markov binomial law
Bernoulli, 2010 Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms.
Vellaisamy, P., Čekanavičius, V.
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Compound Poisson approximation
Probability Surveys, 2022 Compound Poisson approximation appears naturally in situations where one deals with a large number of rare events. In this paper, results on the topic of compound approximation to the distribution of a sum of (possibly dependent) random variables are reviewed, and a number of open problems and directions of future research are indicated.
Čekanavičius, Vydas, Novak, S. Y.
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Compound Poisson approximation of word counts in DNA sequences [PDF]
ESAIM: Probability and Statistics, 1997 Identifying words with unexpected frequencies is an important problem in the analysis of long DNA sequences. To solve it, we need an approximation of the distribution of the number of occurences N(W) of a word W. Modeling DNA sequences with m-order Markov chains, we use the Chen-Stein method to obtain Poisson approximations for two different counts. We
Schbath, Sophie
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Compound poisson approximation in systems reliability [PDF]
Naval Research Logistics, 1996 Summary: The compound Poisson ``local'' formulation of the Stein-Chen method is applied to problems in reliability theory. Bounds for the accuracy of the approximation of the reliability by an appropriate compound Poisson distribution are derived under fairly general conditions, and are applied to consecutive-2 and connected-\(s\) systems, and the 2 ...
Barbour, A D +2 more
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Compound Poisson approximation: a user's guide [PDF]
The Annals of Applied Probability, 2001 This is a discussion, with many references, on approximating the distribution of \(W=\sum_\gamma X_\gamma\) by a compound Poisson distribution CP\((\lambda,{\mathbf \mu}) = \sum_{k\geq 0}\lambda^ke^{-\lambda} {\mathbf \mu}^{k*}/k!\). Here the \(X_\gamma\), \(\gamma\in \Gamma\) countable, are dependent nonnegative integer-valued random variables ...
Barbour, A. D., Chryssaphinou, O.
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Compound Poisson process approximation
The Annals of Probability, 2002 Point processes on the metric space \(\Gamma\) are considered. On the basis of the metric \(d_0\) on \(\Gamma\) the metric \(d_1\) on the space \({\mathcal X}\) of all finite subsets of \(\Gamma\) is defined. On the basis of the metric \(d_1\) the distance \(d_2\) between two probability measures on \({\mathcal X}\) is defined. To estimate the distance
Barbour, A. D., Månsson, Marianne
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On large deviations for compound mixed Poisson process
Lietuvos Matematikos Rinkinys, 2013 This paper is designated for normal approximation to the distribution function of the compound mixed Poisson process taking into consideration large deviations both in the Cramér and power Linnik zones.
Aurelija Kasparavičiūtė +1 more
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Fast and exact quantification of motif occurrences in biological sequences
BMC Bioinformatics, 2021 Background Identification of motifs and quantification of their occurrences are important for the study of genetic diseases, gene evolution, transcription sites, and other biological mechanisms. Exact formulae for estimating count distributions of motifs
Mattia Prosperi +2 more
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