Approximating by convolution of the normal and compound Poisson laws via Stein’s method
Sign Up to like & getrecommendations! Published in 2018 at "Lithuanian Mathematical Journal"
DOI: 10.1007/s10986-018-9392-5
Abstract: We apply Stein’s method to estimate the closeness of the mixtures of distributions to the convolution of the normal and Poisson laws. To derive the Stein operator, we use a moment generating function. Then we… read more here.
Keywords: stein method; poisson laws; convolution normal;