Results 261 to 270 of about 4,616,379 (323)

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 ...
Palaniappan Vellaisamy
exaly   +5 more sources

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
openaire   +4 more sources

The Computer Generation of Poisson Random Variables

Computing (Vienna/New York), 1981
An exact method for the generation of Poisson random variables on a computer is presented. The average time required per random variate decreases as the Poisson parameter tends to infinity.
L Devroye
exaly   +3 more sources

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   +2 more
openaire   +2 more sources

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