JSTOR Daily

On the Poisson Approximation to the Multinomial Distribution

The Canadian Journal of Statistics / La Revue Canadienne de Statistique Let Xi be the number of outcomes in class Ci,i=0,... ,k, during n independent possibly non-identical trials. If class C0 has ...
JSTOR Daily

Compound Poisson Approximation for the Johnson-Mehl Model

We consider the uncovered set (i.e. the complement of the union of growing random intervals) in the one-dimensional Johnson-Mehl model. Let S(z, L) be the number of components of this set at time z > ...
uni

Moritz Otto, Aarhus Univ.: Compound Poisson process approximation and minimal angles in Delaunay triangles (Oberseminar Mathematische Stochastik)

I will discuss (compound) Poisson process approximation for stabilizing statistics of a stationary strongly mixing point process. The main results are formulated in a Wasserstein distance and are ...
Risk

Credit portfolio modeling and pricing using the Poisson binomial distribution

This study extends the Poisson binomial distribution by introducing correlation and dependence between binomial events, enhancing its ability to capture complex event types and improving model ...