Compound Poisson approximation with association or negative association via Stein's method

Fraser Daly (University of Bristol)

Abstract


In this note we show how the properties of association and negative association can be combined with Stein's method for compound Poisson approximation.  Applications include $k$--runs in iid Bernoulli trials, an urn model with urns of limited capacity and extremes of random variables.

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Pages: 1-12

Publication Date: April 20, 2013

DOI: 10.1214/ECP.v18-2751

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