Compound Poisson and signed compound Poisson approximations to the Markov binomial law

DOI10.3150/09-BEJ246zbMATH Open1213.60033arXiv1011.5734OpenAlexW1971252229MaRDI QIDQ627290FDOQ627290

Authors: Vydas Čekanavičius, P. Vellaisamy 

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

Abstract: Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a special case, asymptotically sharp constants are calculated. For the upper bounds, the smoothing properties of compound Poisson distributions are applied. For the lower bound estimates, the characteristic function method is used.

Full work available at URL: https://arxiv.org/abs/1011.5734

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zbMATH Keywords

geometric distributioncompound Poisson approximationtotal variation normWasserstein normlocal normsigned compound Poisson measureMarkov binomial distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Analysis of variance and covariance (ANOVA) (62J10)

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Cited In (15)

• Asymptotics for the sum of three state Markov dependent random variables
• Compound Poisson approximation
• Poisson approximation
• Stein's method for conditional compound Poisson approximation
• On closeness of two discrete weighted sums
• Approximation of symmetric three-state Markov chain by compound Poisson law
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• On approximation of Markov binomial distributions
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• On a saddlepoint approximation to the Markov binomial distribution
• Signed Poisson approximations for Markov chains
• On the convergence of Markov binomial to Poisson distribution
• Signed Poisson approximation: A possible alternative to normal and Poisson laws
• Local theorems for the Markov binomial distribution

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