Zero biasing and a discrete central limit theorem

DOI10.1214/009117906000000250zbMATH Open1111.60015arXivmath/0509444OpenAlexW3099506648MaRDI QIDQ858982FDOQ858982

Authors: Larry Goldstein, Aihua Xia 

Publication date: 12 January 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We introduce a new family of distributions to approximate $mathbbP(WinA)$ for $Asubset\mathrm{...},-2,-1,0,1,2,\mathrm{...}$ and $W$ a sum of independent integer-valued random variables $x{i}_1$, $x{i}_2$, $\mathrm{...},$ $x{i}_n$ with finite second moments, where, with large probability, $W$ is not concentrated on a lattice of span greater than 1. The well-known Berry--Esseen theorem states that, for $Z$ a normal random variable with mean $mathbbE(W)$ and variance $operatornameVar(W)$, $mathbbP(ZinA)$ provides a good approximation to $mathbbP(WinA)$ for $A$ of the form $(-infty,x]$. However, for more general $A$, such as the set of all even numbers, the normal approximation becomes unsatisfactory and it is desirable to have an appropriate discrete, nonnormal distribution which approximates $W$ in total variation, and a discrete version of the Berry--Esseen theorem to bound the error. In this paper, using the concept of zero biasing for discrete random variables (cf. Goldstein and Reinert [J. Theoret. Probab. 18 (2005) 237--260]), we introduce a new family of discrete distributions and provide a discrete version of the Berry--Esseen theorem showing how members of the family approximate the distribution of a sum $W$ of integer-valued variables in total variation.

Full work available at URL: https://arxiv.org/abs/math/0509444

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zbMATH Keywords

total variationStein's methodinteger-valued random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cited In (13)

• Discretized normal approximation by Stein's method
• Kendall's tau-type rank statistics in genome data.
• Error bounds in local limit theorems using Stein's method
• Palm theory, random measures and Stein couplings
• Geometric sums, size biasing and zero biasing
• Poisson process approximation for dependent superposition of point processes
• A polynomial birth-death point process approximation to the Bernoulli process
• Local limit theorems via Landau-Kolmogorov inequalities
• Translated Poisson approximation using exchangeable pair couplings
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• Generalized gamma approximation with rates for urns, walks and trees
• On moderate deviations in Poisson approximation
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