STEIN'S METHOD FOR COMPOUND POISSON APPROXIMATION: THE LOCAL APPROACH

被引：39

作者：

Roos, Malgorzata ^{[1
]}

机构：

[1] Inst Angew Math, Winterthurerstr 190, CH-8057 Zurich, Switzerland

来源：

ANNALS OF APPLIED PROBABILITY | 1994年 / 4卷 / 04期

关键词：

Stein-Chen method; compound Poisson distribution; rate of convergence; reliability theory; isolated vertices; k-out-of-n; rectangular lattice;

D O I：

10.1214/aoap/1177004910

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the present paper, compound Poisson approximation by Stein's method is considered. A general theorem analogous to the local approach for Poisson approximation is proved. It is then applied to a reliability problem involving the number of isolated vertices in the rectangular lattice on the torus.

引用

页码：1177 / 1187

页数：11

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