A bound for the distribution of the sum of discrete associated or negatively associated random variables.
From MaRDI portal
Publication:1872485
DOI10.1214/aoap/1019487610zbMath1073.60507MaRDI QIDQ1872485
Michael V. Boutsikas, Markos V. Koutras
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1019487610
rate of convergence; probability metrics; compound Poisson approximation; negative association; positive-negative dependence
60E15: Inequalities; stochastic orderings
62E17: Approximations to statistical distributions (nonasymptotic)
Related Items
Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality, A lower bound for the reliability function of multiple failure mode systems, Binomial approximation to the Markov binomial distribution, Measuring the impact of dependence between claims occurrences., On the number of overflown urns and excess balls in an allocation model with limited urn capacity
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An invariance principle for certain dependent sequences
- Compound Poisson approximation for nonnegative random variables via Stein's method
- Poisson approximation for dependent trials
- Stein's method for compound Poisson approximation: The local approach
- On using the first difference in the Stein-Chen method
- Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
- Negative association of random variables, with applications
- Solving the Stein Equation in compound poisson approximation
- Some Concepts of Dependence
- Association of Random Variables, with Applications