On closeness of two discrete weighted sums
| Autor: | Čekanavičius, Vydas, Vellaisamy, Palaniappan |
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| Rok vydání: | 2018 |
| Předmět: | |
| Zdroj: | Modern Stochastics: Theory and Applications 2018, Vol. 5, No. 2, 207-224 |
| Druh dokumentu: | Working Paper |
| DOI: | 10.15559/18-VMSTA103 |
| Popis: | The effect that weighted summands have on each other in approximations of $S=w_1S_1+w_2S_2+\cdots+w_NS_N$ is investigated. Here, $S_i$'s are sums of integer-valued random variables, and $w_i$ denote weights, $i=1,\dots,N$. Two cases are considered: the general case of independent random variables when their closeness is ensured by the matching of factorial moments and the case when the $S_i$ has the Markov Binomial distribution. The Kolmogorov metric is used to estimate the accuracy of approximation. Comment: Published at https://doi.org/10.15559/18-VMSTA103 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/) |
| Databáze: | arXiv |
| Externí odkaz: |
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