June 2022 Approximations related to the sums of m-dependent random variables
Amit N. Kumar, Neelesh S. Upadhye, P. Vellaisamy
Author Affiliations +
Braz. J. Probab. Stat. 36(2): 349-368 (June 2022). DOI: 10.1214/21-BJPS529

Abstract

In this paper, we mainly focus on the sums of non-negative integer-valued 1-dependent random variables and its approximation to the power series distribution. We first discuss some relevant results for power series distribution such as the Stein operator, uniform and non-uniform bounds on the solution of the Stein equation. Using Stein’s method, we obtain error bounds for the approximation problem considered. The obtained results can also be applied to the sums of m-dependent random variables via appropriate rearrangements of random variables. As special cases, we discuss two applications, namely, 2-runs and (k1,k2)-runs, and compare our bounds with existing bounds.

Acknowledgement

A part of this work was carried out when the first author was a Post Doctoral Fellow at the Department of Mathematics, IIT Bombay.

Citation

Download Citation

Amit N. Kumar. Neelesh S. Upadhye. P. Vellaisamy. "Approximations related to the sums of m-dependent random variables." Braz. J. Probab. Stat. 36 (2) 349 - 368, June 2022. https://doi.org/10.1214/21-BJPS529

Information

Received: 1 June 2021; Accepted: 1 December 2021; Published: June 2022
First available in Project Euclid: 5 May 2022

MathSciNet: MR4417194
zbMATH: 1487.60092
Digital Object Identifier: 10.1214/21-BJPS529

Keywords: m-dependent random variables , power series distribution , Runs , Stein’s method

Rights: Copyright © 2022 Brazilian Statistical Association

JOURNAL ARTICLE
20 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

Vol.36 • No. 2 • June 2022
Back to Top