Pseudo-binomial approximation to (k₁, k₂)-runs

DOI10.1016/J.SPL.2018.05.016zbMATH Open1395.62028OpenAlexW2527531900MaRDI QIDQ722650FDOQ722650

Authors N. S. Upadhye, Amit N. Kumar 

Publication date 27 July 2018

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.07847

zbMATH Keywords

Stein's methodcoupling\((k_1, k_2)\)-runsPseudo-binomial distributionStein operator

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Abstract: ($k_1,k_2$)-runs have received a special attention in the literature and its distribution can be obtained using combinatorial method (Huang and Tsai) and Markov chain approach (Dafnis et al). But the formulae are difficult to use when the number of Bernoulli trials is too large under identical setup and is generally intractable under non-identical setup. So, it is useful to approximate it with a suitable random variable. In this paper, it is demonstrated that pseudo-binomial is most suitable distribution for approximation and the approximation results are derived using Stein's method. Also, application of these results is demonstrated through real-life problems. It is shown that the bounds obtained are either comparable to or improvement over bounds available in the literature.

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Cited in

(11)

• Multiple consecutive runs of multi-state trials: distributions of \(( k_1 , k_2 , \dots , k_\ell )\) patterns
• On the Combinatorics of Placing Balls into Ordered Bins
• On discrete Gibbs measure approximation to runs
• Compound Poisson approximations to sums of extrema of Bernoulli variables
• On Negative Binomial Approximation to k-Runs
• Computing waiting time probabilities related to \((k_1, k_2, \dots, k_l)\) pattern
• A negative binomial approximation to the distribution of the sum of maxima of indicator random variables
• Approximations for sums of three-valued 1-dependent symmetric random variables
• Approximations related to the sums of \(m\)-dependent random variables
• Distributions of \((k_1,k_2,\dots ,k_m)\)-runs with multi-state trials
• Compound Poisson approximation

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