Negative binomial approximation with Stein's method

DOI10.1023/A:1010094221471MaRDI QIDQ1973909zbMATH OpenOpenAlexFDO

Authors Timothy C. Brown, Michael J. Phillips

Publication date 19 September 2002

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1010094221471

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Review text

The basic ingredients for approximation by a negative binomial distribution using Stein's method and a birth and death characterizing equation are established. These include good bounds for the solution of the Stein equation and for its first differences, and a coupling representation of the accuracy of approximation. Lower bounds for the approximation error are also given for cases where a monotone coupling exists. The method is applied to the approximation of the Pólya distribution by a negative binomial.

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Cited in

(35)

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• COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data
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• Propagation of chaos for a general balls into bins dynamics
• Characterizations of non-normalized discrete probability distributions and their application in statistics
• A large sample property in approximating the superposition of i.i.d. finite point processes
• Stein's method and Narayana numbers
• A non-uniform bound on negative binomial approximation via Stein's method and \(z\)-functions
• Stein's method for conditional compound Poisson approximation
• Stein factors for negative binomial approximation in Wasserstein distance
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• Characterizations of GIG laws: a survey
• Power laws in preferential attachment graphs and Stein's method for the negative binomial distribution
• Stein's method and stochastic orderings
• Negative binomial approximation with Stein's method and Stein's identity
• A pointwise negative binomial approximation by w-functions
• On Negative Binomial Approximation to k-Runs
• Step size in Stein's method of exchangeable pairs
• A non uniform bound on geometric approximation with \(w\)-functions
• Poisson approximation for a sum of negative binomial random variables
• Clubbed binomial approximation for the lightbulb process
• On negative binomial approximation
• On the Poisson approximation to the negative hypergeometric distribution
• Stein's method for the beta distribution and the Pólya-Eggenberger urn
• On approximation of Markov binomial distributions
• Binomial approximation to locally dependent collateralized debt obligations
• A negative binomial approximation to the distribution of the sum of maxima of indicator random variables
• Bounds on negative binomial approximation to call function
• On exceedances of high levels
• Kolmogorov-type maximal inequalities for independent and dependent negative binomial random variables
• Steady-state Dirichlet approximation of the Wright-Fisher model using the prelimit generator comparison approach of Stein's method
• A negative binomial approximation in group testing
• Approximations for the number of maxima and near-maxima in independent data

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