Stein's method and stochastic orderings
| Autor: | Daly, Fraser, Lefèvre, Claude, Utev, Sergey |
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| Rok vydání: | 2009 |
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| Druh dokumentu: | Working Paper |
| Popis: | A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on Poisson and translated Poisson approximation of a sum of dependent Bernoulli random variables, for example k-runs in i.i.d. Bernoulli trials. Other applications include approximation by polynomial birth--death distributions. Comment: 39 pages, 1 table. Submitted to Advances in Applied Probability |
| Databáze: | arXiv |
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