Poisson Approximation and the Chen-Stein ethod

@inproceedings{Arratia2008PoissonAA,
  title={Poisson Approximation and the Chen-Stein ethod},
  author={Richard Arratia and Larry Goldstein and Louis I. Gordon},
  year={2008}
}
The Chen-Stein method of Poisson approximation is a powerful tool for computing an error bound when approximating probabilities using the Poisson distribution. In many cases, this bound may be given in terms of first and second moments alone. We present a background of the method and state some fundamental Poisson approximation theorems. The body of this paper is an illustration, through varied examples, of the wide applicability and utility of the Chen-Stein method. These examples include… CONTINUE READING
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