• Bernoulli
  • Volume 21, Number 2 (2015), 1002-1013.

Stein factors for negative binomial approximation in Wasserstein distance

A.D. Barbour, H.L. Gan, and A. Xia

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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.

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Bernoulli, Volume 21, Number 2 (2015), 1002-1013.

First available in Project Euclid: 21 April 2015

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negative binomial approximation Stein factors Stein’s method Wasserstein distance


Barbour, A.D.; Gan, H.L.; Xia, A. Stein factors for negative binomial approximation in Wasserstein distance. Bernoulli 21 (2015), no. 2, 1002--1013. doi:10.3150/14-BEJ595.

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