Electronic Communications in Probability

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

Fraser Daly

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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.

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

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

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Zentralblatt MATH identifier

Primary: 62E17: Approximations to distributions (nonasymptotic)

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

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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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