Stein's method and stochastic orderings
Probability
2009-12-09 v1
Abstract
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 Poisson and translated Poisson approximation of a sum of dependent Bernoulli random variables, for example k-runs in i.i.d. Bernoulli trials. Other applications include approximation by polynomial birth--death distributions.
Cite
@article{arxiv.0912.1448,
title = {Stein's method and stochastic orderings},
author = {Fraser Daly and Claude Lefèvre and Sergey Utev},
journal= {arXiv preprint arXiv:0912.1448},
year = {2009}
}
Comments
39 pages, 1 table. Submitted to Advances in Applied Probability