Some estimates of the normal approximation for mixture of Poisson and gamma random variables

Abstract

In the paper, we present the upper bound of Lp norms ∆p of the order (a1 + a2)/(DZ)-1/2 for all 1 0, i = 1, 2, the random variable X is distributed by the Poisson distribution with the parameter λ > 0, and the random variable Y by the standard gamma distribution Γ (α, 0, 1) with the parameter α > 0.

Keywords

• normal approximation
• Lp norms
• Poisson distribution
• gamma distribution
• mixture of Poisson and gamma r.v.