Accession Number:

ADA158555

Title:

Compound Poisson Approximations for Sums of Random Variables,

Descriptive Note:

Corporate Author:

GEORGIA INST OF TECH ATLANTA SCHOOL OF INDUSTRIAL AND SYSTEMS ENGINEERING

Personal Author(s):

Report Date:

1985-05-01

Pagination or Media Count:

17.0

Abstract:

This document shows that a sum of dependent random variables is approximately compound Poisson when the variables are rarely nonzero and, given they are nonzero, their conditional distributions are nearly identical. It give several upper bounds on the total-variation distance between the distribution of such a sum and a compund Poisson distribution. Included is an example for Markovian occurrences of a rare event. The bounds are consistent with those that are known for Poisson approximations for sums of uniformly small random variables. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE