Normal approximation for mixtures of normal distributions and the evolution of phenotypic traits

DOI10.1017/APR.2020.53MaRDI QIDQ5022284zbMATH OpenOpenAlexWikidataFDO

Authors Krzysztof Bartoszek, Torkel Erhardsson

Publication date 18 January 2022

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

Full work available at URL https://arxiv.org/abs/1912.03561

zbMATH Keywords

jumpsKolmogorov distancemixture of normal distributionsnormal approximationOrnstein-Uhlenbeck processphenotypic traitphylogenetic treeStein's methodYule process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Problems related to evolution (92D15)

Abstract: An explicit bound is given for the Kolmogorov distance between a mixture of normal distributions and a normal distribution with properly chosen parameter values. A random variable X has a mixture of normal distributions if its conditional distribution given some sigma-algebra is normal. The bound depends only on the first two moments of the first two conditional moments of X given this sigma-algebra. As an application, the Yule-Ornstein-Uhlenbeck model, used in the field of phylogenetic comparative methods, is considered. A bound is derived for the Kolmogorov distance between the distribution of the average value of a phenotypic trait over n related species and a normal distribution. The bound goes to 0 as n goes to infinity, extending earlier limit theorems by Bartoszek and Sagitov.

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Cited in

(3)

• Gaussian approximations for phylogenetic branch length statistics under stochastic models of biodiversity
• Central limit theorem for crossings in randomly embedded graphs
• Complexity control in a mixture model by the Hardy-Weinberg equilibrium

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Uses Software

• R

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