Open Access
May 2015 Stein factors for negative binomial approximation in Wasserstein distance
A.D. Barbour, H.L. Gan, A. Xia
Bernoulli 21(2): 1002-1013 (May 2015). DOI: 10.3150/14-BEJ595

Abstract

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.

Citation

Download Citation

A.D. Barbour. H.L. Gan. A. Xia. "Stein factors for negative binomial approximation in Wasserstein distance." Bernoulli 21 (2) 1002 - 1013, May 2015. https://doi.org/10.3150/14-BEJ595

Information

Published: May 2015
First available in Project Euclid: 21 April 2015

zbMATH: 1329.62077
MathSciNet: MR3338654
Digital Object Identifier: 10.3150/14-BEJ595

Keywords: negative binomial approximation , Stein factors , Stein’s method , Wasserstein distance

Rights: Copyright © 2015 Bernoulli Society for Mathematical Statistics and Probability

Vol.21 • No. 2 • May 2015
Back to Top