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August 2014 Discretized normal approximation by Stein’s method
Xiao Fang
Bernoulli 20(3): 1404-1431 (August 2014). DOI: 10.3150/13-BEJ527

Abstract

We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to $2$-runs in a sequence of i.i.d. Bernoulli random variables, the number of vertices with a given degree in the Erdös–Rényi random graph, and the uniform multinomial occupancy model.

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Xiao Fang. "Discretized normal approximation by Stein’s method." Bernoulli 20 (3) 1404 - 1431, August 2014. https://doi.org/10.3150/13-BEJ527

Information

Published: August 2014
First available in Project Euclid: 11 June 2014

zbMATH: 1310.62021
MathSciNet: MR3217448
Digital Object Identifier: 10.3150/13-BEJ527

Keywords: discretized normal approximation , Exchangeable pairs , local dependence , size biasing , Stein coupling , Stein’s method

Rights: Copyright © 2014 Bernoulli Society for Mathematical Statistics and Probability

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Vol.20 • No. 3 • August 2014
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