On large deviations for sums of discrete m-dependent random variables
Statistics Theory
2019-01-14 v1 Statistics Theory
Abstract
The ratio is investigated for three cases: (a) when is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and is Poisson rv; (b) when is a statistic of 2-runs and is negative binomial rv; and (c) when is statistic of -events and is a binomial r.v. We also consider the approximation of by Poisson distribution with parameter depending on .
Cite
@article{arxiv.1901.03348,
title = {On large deviations for sums of discrete m-dependent random variables},
author = {Vydas Čekanavičius and Palaniappan Vellaisamy},
journal= {arXiv preprint arXiv:1901.03348},
year = {2019}
}
Comments
To appear in "Stochastics"