Approximation Results for Sums of Independent Random Variables
Probability
2020-07-07 v1
Abstract
In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of 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
Cite
@article{arxiv.2007.02281,
title = {Approximation Results for Sums of Independent Random Variables},
author = {Pratima Eknath Kadu},
journal= {arXiv preprint arXiv:2007.02281},
year = {2020}
}
Comments
13 pages