Upper-bound estimates for weighted sums satisfying Cramer’s condition
Let S = ω1S1 + ω2S2 + ⋯ + ωNSN. Here Sj is the sum of identically distributed random variables and ωj > 0 denotes weight. We consider the case, when Sj is the sum of independent random variables satisfying Cramer’s condition. Upper-bounds for the accuracy of compound Poisson first and second o...
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| Language: | English |
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Vilnius University Press
2023-09-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/30784 |
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| author | Vydas Čekanavičius Aistė Elijio |
| author_facet | Vydas Čekanavičius Aistė Elijio |
| author_sort | Vydas Čekanavičius |
| collection | DOAJ |
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Let S = ω1S1 + ω2S2 + ⋯ + ωNSN. Here Sj is the sum of identically distributed random variables and ωj > 0 denotes weight. We consider the case, when Sj is the sum of independent random variables satisfying Cramer’s condition. Upper-bounds for the accuracy of compound Poisson first and second order approximations in uniformmetric are established.
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| format | Article |
| id | doaj-art-3a9ea7c8629e40909f71648ffef0549b |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 2023-09-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-3a9ea7c8629e40909f71648ffef0549b2025-02-11T18:12:26ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2023-09-0146spec.10.15388/LMR.2006.30784Upper-bound estimates for weighted sums satisfying Cramer’s conditionVydas Čekanavičius0Aistė Elijio1Vilnius UniversityVilnius University Let S = ω1S1 + ω2S2 + ⋯ + ωNSN. Here Sj is the sum of identically distributed random variables and ωj > 0 denotes weight. We consider the case, when Sj is the sum of independent random variables satisfying Cramer’s condition. Upper-bounds for the accuracy of compound Poisson first and second order approximations in uniformmetric are established. https://www.zurnalai.vu.lt/LMR/article/view/30784compound Poisson distributionsigned compound PoissonmeasureKolmogorov distance |
| spellingShingle | Vydas Čekanavičius Aistė Elijio Upper-bound estimates for weighted sums satisfying Cramer’s condition Lietuvos Matematikos Rinkinys compound Poisson distribution signed compound Poissonmeasure Kolmogorov distance |
| title | Upper-bound estimates for weighted sums satisfying Cramer’s condition |
| title_full | Upper-bound estimates for weighted sums satisfying Cramer’s condition |
| title_fullStr | Upper-bound estimates for weighted sums satisfying Cramer’s condition |
| title_full_unstemmed | Upper-bound estimates for weighted sums satisfying Cramer’s condition |
| title_short | Upper-bound estimates for weighted sums satisfying Cramer’s condition |
| title_sort | upper bound estimates for weighted sums satisfying cramer s condition |
| topic | compound Poisson distribution signed compound Poissonmeasure Kolmogorov distance |
| url | https://www.zurnalai.vu.lt/LMR/article/view/30784 |
| work_keys_str_mv | AT vydascekanavicius upperboundestimatesforweightedsumssatisfyingcramerscondition AT aisteelijio upperboundestimatesforweightedsumssatisfyingcramerscondition |