Electronic Communications in Probability

Compound Poisson approximation with association or negative association via Stein's method

Fraser Daly

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Abstract

In this note we show how the properties of association and negative association can be combined with Stein's method for compound Poisson approximation.  Applications include $k$–runs in iid Bernoulli trials, an urn model with urns of limited capacity and extremes of random variables.

Article information

Source
Electron. Commun. Probab., Volume 18 (2013), paper no. 30, 12 pp.

Dates
Accepted: 20 April 2013
First available in Project Euclid: 7 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465315569

Digital Object Identifier
doi:10.1214/ECP.v18-2751

Mathematical Reviews number (MathSciNet)
MR3056067

Zentralblatt MATH identifier
1296.62037

Subjects
Primary: 62E17: Approximations to distributions (nonasymptotic)

Keywords
Compound Poisson approximation Stein's method (negative) association runs urn model with overflow extremes

Rights
This work is licensed under a Creative Commons Attribution 3.0 License.

Citation

Daly, Fraser. Compound Poisson approximation with association or negative association via Stein's method. Electron. Commun. Probab. 18 (2013), paper no. 30, 12 pp. doi:10.1214/ECP.v18-2751. https://projecteuclid.org/euclid.ecp/1465315569


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References

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