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Related papers: Pseudo-binomial Approximation to $(k_1, k_2)$-runs

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A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on…

Probability · Mathematics 2009-12-09 Fraser Daly , Claude Lefèvre , Sergey Utev

We approximate the distribution of the sum of independent but not necessarily identically distributed Bernoulli random variables using a shifted binomial distribution where the three parameters (the number of trials, the probability of…

Probability · Mathematics 2010-04-02 Vydas Čekanavičius , Erol A. Peköz , Adrian Röllin , Michael Shwartz

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…

Probability · Mathematics 2014-07-07 Xiao Fang

In this paper we improve some existing results concerning the approximation of the distribution of extremes of a 1-dependent and stationary sequence of random variables. We enlarge the range of applicability and improve the approximation…

Probability · Mathematics 2012-11-26 Alexandru Amarioarei

We use the Stein-Chen method to prove new explicit inequalities for the total variation, Wasserstein and local distances between the distribution of a random diagonal sum of a Bernoulli matrix and a Poisson distribution. Approximation…

Probability · Mathematics 2024-09-04 Bero Roos

In this paper we establish a multivariate exchangeable pairs approach within the framework of Stein's method to assess distributional distances to potentially singular multivariate normal distributions. By extending the statistics into a…

Probability · Mathematics 2010-04-06 Gesine Reinert , Adrian Röllin

We consider distributional approximation by generalized Dickman distributions, which appear in number theory, perpetuities, logarithmic combinatorial structures and many other areas. We prove bounds in the Kolmogorov distance for the…

Probability · Mathematics 2022-11-21 Chinmoy Bhattacharjee , Matthias Schulte

A Stein operator for the runs is derived as a perturbation of an operator for discrete Gibbs measure. Due to this fact, using perturbation technique, the approximation results for runs arising from identical and non-identical Bernoulli…

Probability · Mathematics 2020-07-16 Amit N Kumar , Neelesh S Upadhye

Stein's method is used to approximate sums of discrete and locally dependent random variables by a centered and symmetric Binomial distribution. Under appropriate smoothness properties of the summands, the same order of accuracy as in the…

Probability · Mathematics 2007-05-23 Adrian Röllin

Narayana numbers appear in many places in combinatorics and probability, and it is known that they are asymptotically normal. Using Stein's method of exchangeable pairs, we provide an error of approximation in total variation to a symmetric…

Probability · Mathematics 2020-05-13 Jason Fulman , Adrian Röllin

As an application of Stein's method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detecting local signals in sequences of independent random variables…

Probability · Mathematics 2015-05-29 Xiao Fang , David Siegmund

In this article, we present the theoretical basis for an approach to Stein's method for probability distributions on Riemannian manifolds. Using a semigroup representation for the solution to the Stein equation, we use tools from stochastic…

Probability · Mathematics 2020-01-28 James Thompson

In this paper, we obtain error bound for binomial and negative binomial approximations to weighted sums of locally dependent random variables, using Stein's method. We also discuss approximation results for weighted sums of independent…

Probability · Mathematics 2020-10-20 Amit N. Kumar

Poisson approximation using Stein's method has been extensively studied in the literature. The main focus has been on bounding the total variation distance. This paper is a first attempt on moderate deviations in Poisson approximation for…

Probability · Mathematics 2013-06-21 Louis H. Y. Chen , Xiao Fang , Qi-Man Shao

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…

Probability · Mathematics 2020-07-07 Pratima Eknath Kadu

New lower bounds on the total variation distance between the distribution of a sum of independent Bernoulli random variables and the Poisson random variable (with the same mean) are derived via the Chen-Stein method. The new bounds rely on…

Information Theory · Computer Science 2013-07-17 Igal Sason

This paper concerns the development of Stein's method for chi-square approximation and its application to problems in statistics. New bounds for the derivatives of the solution of the gamma Stein equation are obtained. These bounds involve…

Probability · Mathematics 2017-05-30 Robert E. Gaunt , Alastair Pickett , Gesine Reinert

We develop a new technique, based on Stein's method, for comparing two stationary distributions of irreducible Markov Chains whose update rules are `close enough'. We apply this technique to compare Ising models on $d$-regular expander…

Probability · Mathematics 2018-09-18 Guy Bresler , Dheeraj M. Nagaraj

In this paper, we consider the sums of non-negative integer valued $m$-dependent random variables, and its approximation to the power series distribution. We first discuss some relevant results for power series distribution such as Stein…

Probability · Mathematics 2020-05-05 Amit N. Kumar , Neelesh S. Upadhye , P. Vellaisamy

In this paper, we quantify some known approximation to the Curie-Weiss model via applying the Stein method to the Markov chain whose stationary distribution coincides with Curie-Weiss model.

Probability · Mathematics 2021-02-22 Yingdong Lu
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