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.
- (negative) association
- Compound Poisson approximation
- Stein's method
- Urn model with overflow
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty