Stein's method and stochastic orderings
From MaRDI portal
Publication:2898909
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.
Recommendations
Cites work
- scientific article; zbMATH DE number 4104086 (Why is no real title available?)
- scientific article; zbMATH DE number 50805 (Why is no real title available?)
- scientific article; zbMATH DE number 52632 (Why is no real title available?)
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- scientific article; zbMATH DE number 273667 (Why is no real title available?)
- Approximation of sums of conditionally independent variables by the translated Poisson distribution
- Binomial approximation to the Poisson binomial distribution
- Centered Poisson approximation via Stein's method
- Comparing sums of exchangeable Bernoulli random variables
- Exchangeable pairs and Poisson approximation
- Multivariate normal approximations by Stein's method and size bias couplings
- Negative binomial approximation with Stein's method
- Non-uniform bounds for geometric approximation
- Normal Approximation by Stein’s Method
- On Negative Binomial Approximation to k-Runs
- On the variance mean ratio in models of parasite distributions
- Poisson approximation for a sum of dependent indicators: an alternative approach
- Poisson approximation for dependent trials
- Poisson perturbations
- Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
- Stein's method and birth-death processes
- Stein's method for discrete Gibbs measures
- Stein's method for geometric approximation
- Stochastic inequalities on partially ordered spaces
- Translated Poisson approximation using exchangeable pair couplings
- Two moments suffice for Poisson approximations: The Chen-Stein method
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
- Infinitely divisible approximations for sums of \(m\)-dependent random variables
- On Stein's method for stochastically monotone single-birth chains
- 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
This page was built for publication: Stein's method and stochastic orderings
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2898909)
