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On compound Poisson approximation for sums of random variables. (English) Zbl 0921.60020
The authors present an upper bound for the total variation distance between the distribution of the sum of random variables and the compound Poisson distribution with parameter \(\alpha\) and the compounding distribution \(F\). Applications to the Markovian occurrences of a rare event and to the sums of Markov-Bernoulli variables are also considered.
Reviewer: Z.Rychlik (Lublin)

MSC:
60F05 Central limit and other weak theorems
62E17 Approximations to statistical distributions (nonasymptotic)
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