Negative binomial approximation with Stein's method (Q1973909): Difference between revisions
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Latest revision as of 10:21, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Negative binomial approximation with Stein's method |
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Negative binomial approximation with Stein's method (English)
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19 September 2002
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The basic ingredients for approximation by a negative binomial distribution using Stein's method and a birth and death characterizing equation are established. These include good bounds for the solution of the Stein equation and for its first differences, and a coupling representation of the accuracy of approximation. Lower bounds for the approximation error are also given for cases where a monotone coupling exists. The method is applied to the approximation of the Pólya distribution by a negative binomial.
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