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

Fraser A Daly

doi:10.1214/ECP.v18-2751

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

Fraser A Daly^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

7 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 language	English
Article number	30
Number of pages	12
Journal	Electronic Communications in Probability
Volume	18
DOIs	https://doi.org/10.1214/ECP.v18-2751
Publication status	Published - 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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10.1214/ECP.v18-2751

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title = "Compound Poisson approximation with association or negative association via Stein's method",

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.",

keywords = "(negative) association, Compound Poisson approximation, Extremes, Runs, Stein's method, Urn model with overflow",

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year = "2013",

doi = "10.1214/ECP.v18-2751",

language = "English",

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journal = "Electronic Communications in Probability",

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AU - Daly, Fraser A

PY - 2013

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AB - 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.

KW - (negative) association

KW - Compound Poisson approximation

KW - Extremes

KW - Runs

KW - Stein's method

KW - Urn model with overflow

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DO - 10.1214/ECP.v18-2751

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JO - Electronic Communications in Probability

JF - Electronic Communications in Probability

M1 - 30

ER -

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

Abstract

Keywords

ASJC Scopus subject areas

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