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Poisson approximation of multivariate Poisson mixtures
Part of
Bero Roos
Journal:

Journal of Applied Probability / Volume 40 / Issue 2 / June 2003

Published online by Cambridge University Press:

14 July 2016, pp. 376-390

Print publication:

June 2003
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We show how good multivariate Poisson mixtures can be approximated by multivariate Poisson distributions and related finite signed measures. Upper bounds for the total variation distance with applications to risk theory and generalized negative multinomial distributions are given. Furthermore, it turns out that the ideas used in this paper also lead to improvements in the Poisson approximation of generalized multinomial distributions.

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Poisson approximation of multivariate Poisson mixtures