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Sums of of 1-dependent integer-valued random variables are approximated by compound Poisson, negative binomial and Binomial distributions and signed compound Poisson measures. Estimates are obtained for total variation and local metrics.…

统计理论 · 数学 2015-11-05 V. Čekanavičius , P. Vellaisamy

The ratio $P(S_n=x)/P(Z_n=x)$ is investigated for three cases: (a) when $S_n$ is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and $Z_n$ is Poisson rv; (b) when $S_n$ is a…

统计理论 · 数学 2019-01-14 Vydas Čekanavičius , Palaniappan Vellaisamy

Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…

统计理论 · 数学 2010-11-29 V. Čekanavičius , P. Vellaisamy

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…

概率论 · 数学 2020-07-07 Pratima Eknath Kadu

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…

概率论 · 数学 2020-05-05 Amit N. Kumar , Neelesh S. Upadhye , P. Vellaisamy

We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…

概率论 · 数学 2013-04-24 Zhiyi Chi

Using Chen-Stein method in combination with size-biased couplings, we obtain the multivariate Poisson approximation in terms of the Wasserstein distance. As applications, we study the multivariate Poisson approximation of the distribution…

概率论 · 数学 2025-01-23 Eulalia Nualart , Rui-Ray Zhang

This article derives quantitative limit theorems for multivariate Poisson and Poisson process approximations. Employing the solution of Stein's equation for Poisson random variables, we obtain an explicit bound for the multivariate Poisson…

概率论 · 数学 2021-06-01 Federico Pianoforte , Riccardo Turin

This paper deals with Poisson approximation to weighted sums of locally dependent random variables using Stein's method. The derived result represents a significant improvement of existing results. To illustrate the effectiveness of our…

概率论 · 数学 2023-12-08 Pratima Eknath Kadu

We overview results on the topic of Poisson approximation that are missed in existing surveys. The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well. We do not restrict…

概率论 · 数学 2019-04-12 S. Y. Novak

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…

概率论 · 数学 2020-10-20 Amit N. Kumar

By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…

概率论 · 数学 2025-12-11 Fraser Daly

Let $Y=X_1+\cdots+X_N$ be a sum of a random number of exchangeable random variables, where the random variable $N$ is independent of the $X_j$, and the $X_j$ are from the generalized multinomial model introduced by Tallis (1962). This…

概率论 · 数学 2024-11-08 Fraser Daly

Distribution of the sum of independent identically distributed symmetric lattice vectors is approximated by the accompanying compound Poisson law and the second-order Hipp-type signed compound Poisson measure. Bergstr\"om -type asymptotic…

概率论 · 数学 2026-05-22 Vydas Čekanavičius , Simona Jokubauskienė

In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…

概率论 · 数学 2018-08-13 Nguyen Tien Dung

The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…

概率论 · 数学 2026-04-14 Benjamin Seeger

We obtain a general bound for the Wasserstein-2 distance in normal approximation for sums of locally dependent random variables. The proof is based on an asymptotic expansion for expectations of second-order differentiable functions of the…

概率论 · 数学 2019-01-23 Xiao Fang

We prove the Simons-Johnson theorem for the sums $S_n$ of $m$-dependent random variables, with exponential weights and limiting compound Poisson distribution $\CP(s,\lambda)$. More precisely, we give sufficient conditions for…

统计理论 · 数学 2014-02-04 V. Cekanavicius , P. Vellaisamy

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

概率论 · 数学 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

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…

概率论 · 数学 2024-09-04 Bero Roos
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