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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

Poisson-like behavior for event count data is ubiquitous in nature. At the same time, differencing of such counts arises in the course of data processing in a variety of areas of application. As a result, the Skellam distribution -- defined…

概率论 · 数学 2018-04-04 H. L. Gan , Eric D. Kolaczyk

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

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

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

Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random variables. Estimates for Wasserstein metric also follow…

概率论 · 数学 2014-08-19 P. Vellaisamy , V. Cekanavicius

The accuracy of compound Poisson approximation to the sum $S=w_1S_1+w_2S_2+...+w_NS_N$ is estimated. Here $S_i$ are sums of independent or weakly dependent random variables, and $w_i$ denote weights. The overall smoothing effect of $S$ on…

统计理论 · 数学 2013-03-04 Vydas Cekanavicius , Aiste Elijio

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

Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

统计理论 · 数学 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

We study some Skellam-type spatial point processes. As a particular case, we consider a Skellam random field (SRF) on the positive quadrant of the plane, which is a two parameter L\'evy process with rectangular increments. A weak…

概率论 · 数学 2026-04-21 Pradeep Vishwakarma

The effect that weighted summands have on each other in approximations of $S=w_1S_1+w_2S_2+\cdots+w_NS_N$ is investigated. Here, $S_i$'s are sums of integer-valued random variables, and $w_i$ denote weights, $i=1,\dots,N$. Two cases are…

概率论 · 数学 2018-06-12 Vydas Čekanavičius , Palaniappan Vellaisamy

We study the accuracy of a scaled Poisson approximation to the weighted sum of independent Poisson random variables, focusing on in particular the relative error of the tail distribution. A bound on the relative approximation error is…

概率论 · 数学 2024-03-18 Yue Tan , Yingdong Lu , Cathy Xia

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…

概率论 · 数学 2010-04-02 Vydas Čekanavičius , Erol A. Peköz , Adrian Röllin , Michael Shwartz

We establish two theorems for assessing the accuracy in total variation of multivariate discrete normal approximation to the distribution of an integer valued random vector $W$. The first is for sums of random vectors whose dependence…

概率论 · 数学 2018-07-19 A. D. Barbour , A. Xia

The distribution of the sum of 1-dependent lattice vectors with supports on coordinate axes is approximated by a multivariate compound Poisson distribution and by signed compound Poisson measure. The local and $\ell_\alpha$-norms are used…

概率论 · 数学 2020-09-11 V. Čekanavičius , P. Vellaisamy

We introduce a mltiparameter version of Skellam point process via multiparameter Poisson processes. Its distributional properties are studied in detail. Its compound representation is derived for a particular case. Also, its Riemann…

概率论 · 数学 2025-09-17 Pradeep Vishwakarma

This article compares the distributions of integer-valued random variables and Poisson random variables. It considers the total variation and the Wasserstein distance and provides, in particular, explicit bounds on the pointwise difference…

概率论 · 数学 2021-04-07 Federico Pianoforte , Matthias Schulte

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

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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