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Lithuanian Mathematical Journal

, Volume 58, Issue 2, pp 127–140 | Cite as

Approximating by convolution of the normal and compound Poisson laws via Stein’s method

Article

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 apply a perturbation technique to estimate the solution to the Stein equation.

Keywords

compound Poisson convolution normal distribution perturbation Stein’s method 

MSC

60F05 62E20 

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Faculty of Mathematics and InformaticsVilnius UniversityVilniusLithuania
  2. 2.Department of MathematicsIndian Institute of Technology BombayPowaiIndia

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