Bounds on Negative Binomial Approximation to Call Function
In this paper, we develop Stein's method for negative binomial distribution using call function defined by fz(k) = (k - z)+ = max{k - z, 0}, for k ≥ 0 and z ≥ 0. We obtain error bounds between E [ fz(Nr,p)] and E [ fz(V )], where Nr,p follows negative binomial distribution and V is the sum of...
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2024-02-01
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| Series: | Revstat Statistical Journal |
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| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/437 |