Stein factors for negative binomial approximation in Wasserstein distance

DOI10.3150/14-BEJ595MaRDI QIDQ2348733zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 15 June 2015

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.6074, https://projecteuclid.org/euclid.bj/1429624968

zbMATH Keywords

Wasserstein distanceStein's methodStein factorsnegative binomial approximationparasite model

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17)

Abstract: The paper gives the bounds on the solutions to a Stein equation for the negative binomial distribution that are needed for approximation in terms of the Wasserstein metric. The proofs are probabilistic, and follow the approach introduced in Barbour and Xia (Bernoulli 12 (2006) 943-954). The bounds are used to quantify the accuracy of negative binomial approximation to parasite counts in hosts. Since the infectivity of a population can be expected to be proportional to its total parasite burden, the Wasserstein metric is the appropriate choice.

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Cites work

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• ON SOME MODES OF POPULATION GROWTH LEADING TO R. A. FISHER'S LOGARITHMIC SERIES DISTRIBUTION
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Cited in

(8)

• On Stein's factors for Poisson approximation in Wasserstein distance with nonlinear transportation costs
• Compound Poisson approximation
• Hitting time and mixing time bounds of Stein's factors
• Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances
• Bounds on negative binomial approximation to call function
• Polynomial birth-death distribution approximation in the Wasserstein distance
• Compound Poisson approximations in \(\ell_p\)-norm for sums of weakly dependent vectors
• Approximation of stable law in Wasserstein-1 distance by Stein's method

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