Abstract

We derive new upper bounds for the total variation distance between compound Poisson distributions as well as between a random sum and a compound Poisson distribution, and as a result we also obtain upper bounds for the total variation distance between compound Poisson distributions and a sum of independent random variables. These bounds are generalizations and refinements of some well-known bounds in the literature. We also derive upper bounds for the total variation distance between negative binomial distributions of order k and between the negative binomial distributions of order k and compound Poisson distributions. Upper bounds for the total variation distances between the number of success runs of length k in binary Markovian trials and its limiting distributions for several enumeration schemes, are also given.

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