arXiv Open Access 2013

Smoothing effect of Compound Poisson approximation to distribution of weighted sums

Vydas Cekanavicius Aiste Elijio

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Abstrak

The accuracy of compound Poisson approximation to the sum $S=w_1S_1+w_2S_2+...+w_NS_N$ is estimated. Here $S_i$ are sums of independent or weakly dependent random variables, and $w_i$ denote weights. The overall smoothing effect of $S$ on $w_iS_i$ is estimated by L\' evy concentration function.

Topik & Kata Kunci

math.ST

Penulis (2)

Vydas Cekanavicius

Aiste Elijio

Format Sitasi

APA MLA BibTeX

Cekanavicius, V., Elijio, A. (2013). Smoothing effect of Compound Poisson approximation to distribution of weighted sums. https://arxiv.org/abs/1303.0159

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Informasi Jurnal

Tahun Terbit: 2013
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓