Smoothing effect of Compound Poisson approximation to distribution of weighted sums

Vydas Cekanavicius, Aiste Elijio

The accuracy of compound Poisson approximation to the sum $S=w_1{S}_1+w_2{S}_2+...+w_N{S}_N$ is estimated. Here $S_i$ are sums of independent or weakly dependent random variables, and $w…