Stein's method and multinomial approximation

DOI10.1214/AOAP/1177005648MaRDI QIDQ1201313zbMATH OpenOpenAlexFDO

Authors Wei-Liem Loh

Publication date 17 January 1993

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

Full work available at URL https://doi.org/10.1214/aoap/1177005648

zbMATH Keywords

multinomial approximationmultivariate hypergeometric distributionmultivariate Poisson-binomial distributionsmoothness estimatesStein equationStein's method

Mathematics Subject Classification ID

Combinatorial probability (60C05) Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

Review text

Stein's method [see \textit{C. Stein}, Proc. 6th Berkeley Sympos. Math. Statist. Probab., Univ. Calif. 1970, 2, 583-602 (1972; Zbl 0278.60026)] is developed in the setting of approximation by a multinomial distribution \(MN(N;p_ 1,\dots,p_ M)\) for an arbitrary choice of \(M\) and \(p_ 1,\dots,p_ M\). A Stein equation is constructed, and smoothness estimates for its solutions are derived. The method is then applied in approximating three distributions: the joint distribution of the digits in the base \(M\) expansion of a random integer, the multivariate Poisson-binomial distribution and the multivariate hypergeometric distribution.

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(29)

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