Kybernetika 54 no. 5, 921-936, 2018

On the accuracy of approximation of the distribution of negative-binomial random sums by the gamma distribution

Tran Loc Hung and Tran Ngoc HauDOI: 10.14736/kyb-2018-5-0921

Abstract:

The main goal of this paper is to study the accuracy of approximation for the distributions of negative-binomial random sums of independent, identically distributed random variables by the gamma distribution.

Keywords:

gamma distribution, negative-binomial random sums, Trotter's distance

Classification:

60F05, 60G50

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