Relative Error of Scaled Poisson Approximation via Stein's Method

Abstract

We study the accuracy of a scaled Poisson approximation to the weighted sum of independent Poisson random variables, focusing on in particular the relative error of the tail distribution. A bound on the relative approximation error is established using a modified Stein-Chen method.

Cited by in corpus (1)

• On moderate deviations in Poisson approximation