Metric Multivariate Poisson Approximation of the Generalized Multinomial Distribution

Bero Roos · Theory of Probability and Its Applications · 1999

The aim of this paper is to introduce the multivariate Charlier B expansion to the metric multivariate Poisson approximation of a generalized multinomial distribution considered by Barbour [J. Appl. Probab., 25 (1988), pp. 175--184] and Deheuvels and Pfeifer [J. Multivariate Anal., 25 (1988), pp. 65--89]. Bounds for the total variation and the point metric are given.

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