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Results tagged with probability-distributions
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user 478920
In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.
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Understanding the approximation of a random sum of random processes
I want to understand an approximation of a compound Poisson distribution in this paper.
First, let's set the environment. Consider $\mathcal{P}$ the class of distributions of real-valued and strictly …
- 135
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Approximation of a random sum of random variables (infinitely divisible distribution) by a t...
We know that a Poisson distribution can be approximated by a binomial distribution. More exactly, let $(X_{jn})_{1\leq j \leq n}$ be a i.i.d. triangular array such that
$$P[X_{jn}= 1 ] = p_n = 1- P[X_ …
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