Some estimates of the normal approximation for mixture of Poisson and gamma random variables

Some estimates of the normal approximation for mixture of Poisson and gamma random variables

In the paper, we present the upper bound of Lp norms ∆p of the order (a1 + a2)/(DZ)-1/2 for all 1 < p< ∞, of the normal approximation for a standardized random variable (Z - EZ)/√DZ, where the random variable Z = a1X + a2Y , a1 + a2 = 1, ai > 0, i = 1, 2, the random variable X is distribut...

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Bibliographic Details
Main Author: Jonas Kazys Sunklodas
Format: Article
Language:English
Published: Vilnius University Press 2010-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
normal approximation
Lp norms
Poisson distribution
gamma distribution
mixture of Poisson and gamma r.v.
Online Access:https://www.journals.vu.lt/LMR/article/view/17875

Internet

https://www.journals.vu.lt/LMR/article/view/17875

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