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Short Communications

Metric multivariate Poisson approximation of the generalized multinomial distribution

B. Roos

Institut für Mathematische Stochastik, Universität Hamburg, Germany

Abstract: The aim of this paper is to introduce the multivariate Charlier B expansion to the metric multivariate Poisson approximation of a generalized multinomial distribution considered by Barbour [J. Appl. Probab., 25 (1988), pp. 175–184] and Deheuvels and Pfeifer [J. Multivariate Anal., 25 (1988), pp. 65–89]. Bounds for the total variation and the point metric are given.

Keywords: Poisson approximation, generalized multinomial distribution, multivariate Charlier B expansion, total variation, point metric.

Received: 09.12.1996

Language: English

DOI: 10.4213/tvp1480

 English version: Theory of Probability and its Applications, 1999, 43:2, 306–316

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