Binomial approximation to the Markov binomial distribution

DOI10.1007/S10440-007-9114-1MaRDI QIDQ996752zbMATH OpenOpenAlexFDO

Authors Vydas Čekanavičius, B. Roos

Publication date 19 July 2007

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10440-007-9114-1

zbMATH Keywords

Markov binomial distributionBinomial approximationLocal normTotal variation norm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 932631 (Why is no real title available?)
• A bound for the distribution of the sum of discrete associated or negatively associated random variables.
• A general Poisson approximation theorem
• An expansion in the exponent for compound binomial approximations
• Binomial approximation to the Poisson binomial distribution: The Krawtchouk expansion
• Centered Poisson approximation via Stein's method
• Compound Poisson approximation for Markov chains using Stein's method
• Compound Poisson approximations for sums of random variables
• Discriminating between sequences of bernoulli and markov-bernoulli trials
• On a relationship between Uspensky's theorem and Poisson approximations
• On the limit of the Markov binomial distribution
• Poisson approximation for (k₁, k₂)-events via the Stein-Chen method
• Sharp constants in the Poisson approximation
• Signed Poisson approximations for Markov chains

Cited in

(14)

• An approximation to binomial distribution
• On the continuous diffusion approximation of some discrete Markov chains
• Moderate and large deviation estimate for the Markov-binomial distribution
• A generalized binomial distribution determined by a two-state Markov chain and a distribution by the Bayesian approach
• Two limit theorems for Markov binomial distribution
• On approximation of Markov binomial distributions
• Compound Poisson and signed compound Poisson approximations to the Markov binomial law
• On a saddlepoint approximation to the Markov binomial distribution
• A three-parameter binomial approximation
• Poisson type approximations for the Markov binomial distribution
• Markov binomial distribution of order \(k\) and its applications
• Multimodality of the Markov binomial distribution
• On Generalized Binomial and Negative Binomial Distributions for Dependent Bernoulli Variables
• Local theorems for the Markov binomial distribution

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