Discretized normal approximation by Stein's method
Probability
2014-07-07 v4
Abstract
We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of i.i.d. Bernoulli random variables, the number of vertices with a given degree in the Erd\"{o}s-R\'{e}nyi random graph, and the uniform multinomial occupancy model.
Cite
@article{arxiv.1111.3162,
title = {Discretized normal approximation by Stein's method},
author = {Xiao Fang},
journal= {arXiv preprint arXiv:1111.3162},
year = {2014}
}
Comments
Published in at http://dx.doi.org/10.3150/13-BEJ527 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)