APPROXIMATION RESULTS FOR THE SUMS OF INDEPENDENT RANDOM VARIABLES

* In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of n independent random variables under moment conditions. We use Stein's method to derive the approximation results in total variation distance. The error bounds obtained are either comparable to...

Full description

Saved in:
Bibliographic Details
Published inRevstat Vol. 20; no. 3; p. 373
Main Author Kadu, Pratima Eknath
Format Journal Article
LanguageEnglish
Published Instituto Nacional de Estatistica 01.07.2022
Instituto Nacional de Estatística | Statistics Portugal
Subjects
Analysis
Nuclear industry
perturbations
Poisson and geometric distribution
probability generating function
Stein operator
Stein’s method
Online AccessGet full text

Cover

More Information
Summary:* In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of n independent random variables under moment conditions. We use Stein's method to derive the approximation results in total variation distance. The error bounds obtained are either comparable to or improvement over the existing bounds available in the literature. Also, we give an application to the waiting time distribution of 2-runs. Keywords: * Poisson and geometric distribution; perturbations; probability generating function; Stein operator; Stein's method. AMS Subject Classification: * Primary: 62E17, 62E20; Secondary: 60E05, 60F05.
ISSN:1645-6726
2183-0371
DOI:10.57805/revstat.v20i3.378