Stein's method and multinomial approximation (Q1201313)
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English | Stein's method and multinomial approximation |
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Stein's method and multinomial approximation (English)
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17 January 1993
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Stein's method [see \textit{C. Stein}, Proc. 6th Berkeley Sympos. Math. Statist. Probab., Univ. Calif. 1970, 2, 583-602 (1972; Zbl 0278.60026)] is developed in the setting of approximation by a multinomial distribution \(MN(N;p_ 1,\dots,p_ M)\) for an arbitrary choice of \(M\) and \(p_ 1,\dots,p_ M\). A Stein equation is constructed, and smoothness estimates for its solutions are derived. The method is then applied in approximating three distributions: the joint distribution of the digits in the base \(M\) expansion of a random integer, the multivariate Poisson-binomial distribution and the multivariate hypergeometric distribution.
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multinomial approximation
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Stein's method
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Stein equation
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smoothness estimates
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multivariate Poisson-binomial distribution
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multivariate hypergeometric distribution
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