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On compound Poisson approximation for sums of random variables
Statistics & Probability Letters, 1999The 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, 1979Two 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, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yang, Jingping +2 more
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Binomial and Poisson Random Variables
2001Before stating the fundamental principle of counting we give an example. Example 1. Assume that a restaurant offers five different specials and for each one of them you can pick either a salad or a soup. How many choices do you have? In this simple example we can just enumerate all the possibilities.
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Poisson Approximation for a Sum of Negative Binomial Random Variables
Bulletin of the Malaysian Mathematical Sciences Society, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Compound Poisson approximations for sums of 1-dependent random variables. I
Lithuanian Mathematical Journal, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Petrauskienė, J., Čekanavičius, V.
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Large Deviation Principle for Poisson Random Variables and Young Diagrams
Problems of Information Transmission, 2001zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Perfect simulation for correlated Poisson random variables conditioned to be positive
Statistics and Computing, 2002In this paper we present a perfect simulation method for obtaining perfect samples from collections of correlated Poisson random variables conditioned to be positive. We show how to use this method to produce a perfect sample from a Boolean model conditioned to cover a set of points: in W.S. Kendall and E. Thonnes (Pattern Recognition 32(9): 1569–1586,
Yuzhi Cai, Wilfrid S. Kendall
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Poisson approximation for sums of dependent Bernoulli random variables
2006Summary: We use the Stein-Chen method to determine a non-uniform bound for approximating the distribution of sums of dependent Bernoulli random variables by Poisson distribution. We give two formulas of non-uniform bounds and their applications.
Teerapabolarn, Al-Kanint +1 more
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