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Poisson approximation to the convolution of PSDs

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this article, we obtain, for the total variation distance, error bounds for Poisson approximation to the convolution of power series distributions via Stein's method. This provides a unified approach to many known discrete distributions. Several Poisson limit theorems follow as corollaries from our bounds. As applications, we compare Poisson approximation results with negative binomial approximation results for sums of Bernoulli, geometric, and logarithmic series random variables.
Rocznik
Strony
63--80
Opis fizyczny
Bibliogr. 19 poz., tab.
Twórcy
autor
  • Department of Mathematics Indian Institute of Technology, Bombay Powai, Mumbai 400076, India
  • Department of Mathematics Indian Institute of Technology, Bombay Powai, Mumbai 400076, India
autor
  • Department of Statistics and Probability, Michigan State, University East Lansing, MI 48824, USA
Bibliografia
  • 1.A. D. Barbour, Asymptotic expansions in the Poisson limit theorem, Ann. Probab. 15 (1987), 748-766.
  • 2.A. D. Barbour and P. Hall, On the rate of Poisson convergence, Math. Proc. Cambridge Philos. Soc. 95 (1984), 473-480.
  • 3.A. D. Barbour, L. Holst, and S. Janson, Poisson Approximation. Oxford Univ. Press, 1992.
  • 4.L. H. Y. Chen, Poisson approximation for dependent trials, Ann. Probab. 3 (1975), 534-545.
  • 5.R. Eden and F. Viens, General upper and lower tail estimates using Malliavin calculus and Steinâs equations, in: R. C. Dalang et al. (eds.), Seminar on Stochastic Analysis, Random Fields and Applications VII, Springer Basel, 2013, 55-84.
  • 6.R. A. Fisher, A. S. Corbet, and C. B. Williams, The relation between the number of species and the number of individuals in a random sample of an animal population, J. Animal Ecology 12 (1943), 42-58.
  • 7.T. L. Hung and L. T. Giang, On the bounds in Poisson approximation for independent geometric distribute random variables, Bull. Iranian Math. Soc. 42 (2016), 1087-1096.
  • 8.N. L. Johnson, A. W. Kemp, and S. Kotz, Univariate Discrete Distributions, Wiley-Interscience, Hoboken, NJ, 2005.
  • 9.P. E. Kadu, Approximation results of sums of independent random variables, to appear in Revstat Statist. J., 2020.
  • 10.J. Kerstan, Verallgemeinerung eines Satzes von Prochorow und Le Cam, Z. Wahrsch. Verw. Gebiete 2 (1964), 173-179.
  • 11.L. Le Cam, An approximation theorem for the Poisson binomial distribution, Pacific J. Math. 10 (1960), 1181-1197.
  • 12.I. Nourdin and G. Peccati, Normal Approximations with Malliavin Calculus: from Steinâs Method to Universality, Cambridge Tracts in Math. 192, Cambridge Univ. Press, 2012.
  • 13.V. Pérez-Abreu, Poisson approximation to power series distributions, Am. Statist. 45 (1991), 42-45.
  • 14.K. Teerapabolarn, Poisson approximation for a sum of negative binomial random variables, Bull. Malays. Math. Sci. Soc. 40 (2017), 931-939.
  • 15.K. Teerapabolarn and P. Wongkasem, Poisson approximation for independent geometric random variables, Int. Math. Forum 2 (2007), 3211-3218.
  • 16.N. S. Upadhye, V.Čekanavičius, and P. Vellaisamy, On Stein operators for discrete approximations, Bernoulli 23 (2017), 2828-2859.
  • 17.P. Vellaisamy and N. S. Upadhye, Compound negative binomial approximations for sums of random variables, Probab. Math. Statist. 29 (2009), 205-226.
  • 18.P. Vellaisamy, N. S. Upadhye, and V. ÄekanaviÄius, On negative binomial approximation, Theory Probab. Appl. 57 (2013), 97-109.
  • 19.Y. H. Wang, On the number of successes in independent trials, Statist. Sinica 3 (1993), 295-312.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-7aa91c5f-3855-4ad9-9379-b5225f0e7196
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