Discrete approximations for sums of m-dependent random variables

DOI10.1007/978-3-319-02651-0_24arXiv1301.7196MaRDI QIDQ6239200FDOQ6239200

Authors: P. Vellaisamy, Vydas Čekanavičius 

Publication date: 30 January 2013

Abstract: Sums of of 1-dependent integer-valued random variables are approximated by compound Poisson, negative binomial and Binomial distributions and signed compound Poisson measures. Estimates are obtained for total variation and local metrics. The results are then applied to statistics of $m$-dependent $(k_1,k_2)$ events and 2-runs. Heinrich's method and smoothing properties of convolutions are used for the proofs.

Mathematics Subject Classification ID

Statistics (62-XX)

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