Approximation Results for Sums of Independent Random Variables
In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of n independent random variables under moment conditions. We use Stein’s method to derive the approximation results in total variation distance. The error bounds obtained are either comparable to or imp...
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2022-07-01
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| Series: | Revstat Statistical Journal |
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| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/378 |
| Summary: | In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of n independent random variables under moment conditions. We use Stein’s method to derive the approximation results in total variation distance. The error bounds obtained are either comparable to or improvement over the existing bounds available in the literature. Also, we give an application to the waiting time distribution of 2-runs.
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| ISSN: | 1645-6726 2183-0371 |