A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables (Q453260): Difference between revisions
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The authors develop probabilistic techniques (the employment of ideal probability metrics, stochastic orders and the coupling method) to establish sharp bounds for the total variation distance between the distribution of the sum of integer-valued independent or \(k\)-dependent random variables and appropriate Poisson or compound Poisson law. These bounds contain the smoothness factor, i.e., the \(L_1\)-norm of the second-order difference of the probability distribution function of the approximating law. The obtained results are compared with well-known ones proven by the Stein-Chen method. Some examples concerning the appearances of rare runs in a sequence of Bernoulli trials are provided to illustrate the effectiveness of the paper's main results. | |||
Property / review text: The authors develop probabilistic techniques (the employment of ideal probability metrics, stochastic orders and the coupling method) to establish sharp bounds for the total variation distance between the distribution of the sum of integer-valued independent or \(k\)-dependent random variables and appropriate Poisson or compound Poisson law. These bounds contain the smoothness factor, i.e., the \(L_1\)-norm of the second-order difference of the probability distribution function of the approximating law. The obtained results are compared with well-known ones proven by the Stein-Chen method. Some examples concerning the appearances of rare runs in a sequence of Bernoulli trials are provided to illustrate the effectiveness of the paper's main results. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Alexander V. Bulinski / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6083965 / rank | |||
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Property / zbMATH Keywords | |||
sums of independent integer-valued random variables | |||
Property / zbMATH Keywords: sums of independent integer-valued random variables / rank | |||
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\(k\)-dependence | |||
Property / zbMATH Keywords: \(k\)-dependence / rank | |||
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Poisson (compound) approximation | |||
Property / zbMATH Keywords: Poisson (compound) approximation / rank | |||
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convergence rate | |||
Property / zbMATH Keywords: convergence rate / rank | |||
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total variation distance | |||
Property / zbMATH Keywords: total variation distance / rank | |||
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ideal metric | |||
Property / zbMATH Keywords: ideal metric / rank | |||
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Revision as of 11:57, 30 June 2023
scientific article
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English | A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables |
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A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables (English)
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19 September 2012
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The authors develop probabilistic techniques (the employment of ideal probability metrics, stochastic orders and the coupling method) to establish sharp bounds for the total variation distance between the distribution of the sum of integer-valued independent or \(k\)-dependent random variables and appropriate Poisson or compound Poisson law. These bounds contain the smoothness factor, i.e., the \(L_1\)-norm of the second-order difference of the probability distribution function of the approximating law. The obtained results are compared with well-known ones proven by the Stein-Chen method. Some examples concerning the appearances of rare runs in a sequence of Bernoulli trials are provided to illustrate the effectiveness of the paper's main results.
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sums of independent integer-valued random variables
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\(k\)-dependence
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Poisson (compound) approximation
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convergence rate
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total variation distance
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ideal metric
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