Stein factors for negative binomial approximation in Wasserstein distance
Probability
2015-06-02 v2
Abstract
The paper gives the bounds on the solutions to a Stein equation for the negative binomial distribution that are needed for approximation in terms of the Wasserstein metric. The proofs are probabilistic, and follow the approach introduced in Barbour and Xia (Bernoulli 12 (2006) 943-954). The bounds are used to quantify the accuracy of negative binomial approximation to parasite counts in hosts. Since the infectivity of a population can be expected to be proportional to its total parasite burden, the Wasserstein metric is the appropriate choice.
Keywords
Cite
@article{arxiv.1310.6074,
title = {Stein factors for negative binomial approximation in Wasserstein distance},
author = {A. D. Barbour and H. L. Gan and A. Xia},
journal= {arXiv preprint arXiv:1310.6074},
year = {2015}
}
Comments
Published at http://dx.doi.org/10.3150/14-BEJ595 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)