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June 2012 Stein's method and stochastic orderings
Fraser Daly, Claude Lefèvre, Sergey Utev
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Adv. in Appl. Probab. 44(2): 343-372 (June 2012). DOI: 10.1239/aap/1339878715

Abstract

A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on Poisson and translated Poisson approximations of a sum of dependent Bernoulli random variables, for example, k-runs in independent and identically distributed Bernoulli trials. Other applications include approximation by polynomial birth-death distributions.

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Fraser Daly. Claude Lefèvre. Sergey Utev. "Stein's method and stochastic orderings." Adv. in Appl. Probab. 44 (2) 343 - 372, June 2012. https://doi.org/10.1239/aap/1339878715

Information

Published: June 2012
First available in Project Euclid: 16 June 2012

zbMATH: 1276.62015
MathSciNet: MR2977399
Digital Object Identifier: 10.1239/aap/1339878715

Subjects:
Primary: 62E17
Secondary: 60F05, 60J80

Rights: Copyright © 2012 Applied Probability Trust

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Vol.44 • No. 2 • June 2012
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