This article is cited in 18 papers

On the accuracy of the normal approximation to compound Poisson distributions

I. G. Shevtsova

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Keywords: Poisson random sum; central limit theorem; convergence rate estimate; normal approximation; Berry–Esseen inequality; asymptotically exact constant.

MSC: 60

Received: 16.03.2012

DOI: 10.4213/tvp4498

 English version: Theory of Probability and its Applications, 2014, 58:1, 138–158

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