Preprint Article Version 1 Preserved in Portico This version is not peer-reviewed

Improved Method for Approximating the Hazard Rate for Convolution Poisson Random Variables

Version 1 : Received: 26 January 2021 / Approved: 27 January 2021 / Online: 27 January 2021 (16:18:06 CET)

How to cite: Volodin, A.; AL MUTAIRI, A. Improved Method for Approximating the Hazard Rate for Convolution Poisson Random Variables. Preprints 2021, 2021010569 (doi: 10.20944/preprints202101.0569.v1). Volodin, A.; AL MUTAIRI, A. Improved Method for Approximating the Hazard Rate for Convolution Poisson Random Variables. Preprints 2021, 2021010569 (doi: 10.20944/preprints202101.0569.v1).

Abstract

In this study, we investigate the performance of the saddlepoint approximation of the probability mass function and the cumulative distribution function for the weighted sum of independent Poisson random variables. The goal is to approximate the hazard rate function for this complicated model. The better performance of this method is shown by numerical simulations and comparison with a performance of other approximation methods.

Subject Areas

Saddlepoint approximations; Probability mass function; Probability distribution function; Poisson random variable, Linear combination

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