Method of moments and sums of random indicators (Q2135134)
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English | Method of moments and sums of random indicators |
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Method of moments and sums of random indicators (English)
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4 May 2022
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Given a sum of \(n\) dependent indicator random variables \(\xi_1,\ldots,\xi_n\), the authors establish conditions for convergence to a normal distribution as \(n\to\infty\) (in terms of both the distribution function and moments), and a bound on the corresponding uniform distance. These results are similar in flavour to analogous results for Poisson approximation by \textit{B. A. Sevast'yanov} [Theory Probab. Appl. 17, 695--699 (1972; Zbl 0299.60024)], using quantities that compare the distribution of the \(\xi_j\) with that of independent copies \(\xi_1^\prime,\ldots,\xi_n^\prime\) having the same marginal distributions. Proofs use the method of moments. Applications are given to a particle allocation problem and estimating the number of solutions of nonlinear inclusions.
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central limt theorem
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method of moments
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particle allocation problem
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random nonlinear inclusions
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