This article is cited in 11 papers

Short Communications

Kerstan's method in the multivariate poisson approximation: an expansion in the exponent

B. Roos

The University of Hamburg

Abstract: The generalized multinomial distribution is approximated by finite signed measures, resulting from a Poisson-type expansion in the exponent. In the univariate case, this expansion was first used by Kornya and Presman. We apply Kerstan's method and present a bound for the total variation distance with explicit constants.

Keywords: expansion in the exponent, generalized multinomial distribution, Kerstan's method, multivariate Poisson approximation, total variation distance.

Received: 18.09.2000

Language: English

DOI: 10.4213/tvp3672

 English version: Theory of Probability and its Applications, 2003, 47:2, 358–363

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