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 | |
| 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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