Stein's method and stochastic orderings

DOI10.1239/AAP/1339878715zbMATH Open1276.62015arXiv0912.1448OpenAlexW1978383301MaRDI QIDQ2898909FDOQ2898909

Authors: Fraser Daly, Sergey Utev, Claude Lefèvre 

Publication date: 12 July 2012

Published in: Advances in Applied Probability (Search for Journal in Brave)

Abstract: A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on Poisson and translated Poisson approximation of a sum of dependent Bernoulli random variables, for example k-runs in i.i.d. Bernoulli trials. Other applications include approximation by polynomial birth--death distributions.

Full work available at URL: https://arxiv.org/abs/0912.1448

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zbMATH Keywords

birth-death processes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited In (12)

• Approximations for sums of three-valued 1-dependent symmetric random variables
• Intertwinings and Stein's magic factors for birth-death processes
• Stein's method and birth-death processes
• On Stein's method for stochastically monotone single-birth chains
• Infinitely divisible approximations for sums of \(m\)-dependent random variables
• A state-dependent queueing system with asymptotic logarithmic distribution
• Asymptotics of multivariate contingency tables with fixed marginals
• Exact norms of a Stein-type operator and associated stochastic orderings
• Negative dependence and stochastic orderings
• Smoothing effect of compound Poisson approximations to the distributions of weighted sums
• Approximations related to the sums of \(m\)-dependent random variables
• Relaxation of monotone coupling conditions: Poisson approximation and beyond

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