Compound Poisson approximation with association or negative association via Stein's method

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5 Citations (Scopus)

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.

Original languageEnglish
Article number30
Number of pages12
JournalElectronic Communications in Probability
Volume18
DOIs
Publication statusPublished - 2013

Keywords

  • (negative) association
  • Compound Poisson approximation
  • Extremes
  • Runs
  • Stein's method
  • Urn model with overflow

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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