Lithuanian Mathematical Journal

, Volume 58, Issue 2, pp 127–140

# Approximating by convolution of the normal and compound Poisson laws via Stein’s method

• Vydas Čekanavičius
• Palaniappan Vellaisamy
Article

## Abstract

We apply Stein’s method to estimate the closeness of the mixtures of distributions to the convolution of the normal and Poisson laws. To derive the Stein operator, we use a moment generating function. Then we apply a perturbation technique to estimate the solution to the Stein equation.

## Keywords

compound Poisson convolution normal distribution perturbation Stein’s method

60F05 62E20

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