most citedRelative Error of Scaled Poisson Approximation via Stein's Method

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math.PR2018★ 5 cited

Relative Error of Scaled Poisson Approximation via Stein's Method

Yue Tan, Yingdong Lu, Cathy Xia

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 distri…