Results 241 to 250 of about 267,916 (279)

Poisson approximation for random sums of Bernoulli random variables

Statistics and Probability Letters, 1991
Bounds for the total variation distance between the distribution of the sum of a random number of Bernoulli summands and an appropriate Poisson distribution are given. Applications to limit theorems with rates of convergence for marked and thinned point processes and generalizations of the results obtained are also discussed.
exaly   +2 more sources

Poisson and compound Poisson approximations for random sums of random variables

Journal of Applied Probability, 1996
We derive upper bounds for the total variation distance, d, between the distributions of two random sums of non-negative integer-valued random variables. The main results are then applied to some important random sums, including cluster binomial and cluster multinomial distributions, to obtain bounds on approximating them to suitable Poisson or ...
VELLAISAMY, P, CHAUDHURI, B
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A stopping rule for a compound poisson random variable

Applied Stochastic Models and Data Analysis, 1995
AbstractAn optimal empirical Bayesian stopping rule for the Poisson compounded with the geometric distribution is developed and applied to the problem of the sequential testing of computer software. For each checkpoint in time, either the software satisfies a desired economic criterion, or else the software testing is continued.
RANDOLPH, P, SAHINOGLU, M
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The conditional maximum of Poisson random variables

Communications in Statistics - Theory and Methods, 2017
The conditional maxima of independent Poisson random variables are studied. A triangular array of row-wise independent Poisson random variables is considered.
Fazekas I., Chuprunov A.
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The Computer Generation of Poisson Random Variables

Applied Statistics, 1979
SUMMARY A comparison is made of methods of generating samples on a computer from the Poisson distribution. The well-known methods of counting the number of occurrences in a Poisson process and of sequentially searching through a table of cumulative probabilities have the disadvantage that the time required increases with thePoisson parameter ft.
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Stochastic comparisons of Poisson and binomial random variables with their mixtures

Statistics & Probability Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Misra, Neeraj, Singh, Harshinder, Harner, E. James   +2 more
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Poisson approximations for sequences of random variables

Statistics & Probability Letters, 1998
It is well known in the general theory of the central limit problem that sums of independent random variables can always be approximated by sums of Poisson type of variables without effecting asymptotic properties. However, Poisson type of random variables is no longer defined on the nonnegative integers.
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On compound Poisson approximation for sums of random variables

Statistics & Probability Letters, 1999
The authors present an upper bound for the total variation distance between the distribution of the sum of random variables and the compound Poisson distribution with parameter \(\alpha\) and the compounding distribution \(F\). Applications to the Markovian occurrences of a rare event and to the sums of Markov-Bernoulli variables are also considered.
VELLAISAMY, P, CHAUDHURI, B
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Recent Developments in the Computer Generation of Poisson Random Variables

Applied Statistics, 1979
Two recent methods of generating samples on a computer from the Poisson distribution are compared with those in an earlier survey. Recommendations are made for algorithms which are either compact or fast, but unfortunately not both. Two cases are distinguished: that in which the Poisson parameter is fixed and that in which it changes from sample to ...
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The compound Poisson random variable’s approximation to the individual risk model

Insurance: Mathematics and Economics, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yang, Jingping, Zhou, Shulin, Zhang, Zhenyong   +2 more
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