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2013 Compound Poisson approximation with association or negative association via Stein's method
Fraser Daly
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Electron. Commun. Probab. 18: 1-12 (2013). DOI: 10.1214/ECP.v18-2751

Abstract

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.

Citation

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Fraser Daly. "Compound Poisson approximation with association or negative association via Stein's method." Electron. Commun. Probab. 18 1 - 12, 2013. https://doi.org/10.1214/ECP.v18-2751

Information

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

zbMATH: 1296.62037
MathSciNet: MR3056067
Digital Object Identifier: 10.1214/ECP.v18-2751

Subjects:
Primary: 62E17

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