Poisson type approximations for the Markov binomial distribution
The Markov binomial distribution is approximated by the Poisson distribution with the same mean, by a translated Poisson distribution and by two-parametric Poisson type signed measures. Using an adaptation of Le Cam's operator technique, estimates of accuracy are proved for the total variation, local and Wasserstein norms. In a special case, asymptotically sharp constants are obtained. For some auxiliary results, we used Stein's method.
Year of publication: |
2009
|
---|---|
Authors: | Cekanavicius, Vydas ; Roos, Bero |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 1, p. 190-207
|
Publisher: |
Elsevier |
Keywords: | Markov binomial distribution Poisson approximation Translated Poisson distribution Signed compound Poisson measure Total variation norm Local norm Wasserstein norm |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
On variational bounds in the compound Poisson approximation of the individual risk model
Roos, Bero, (2007)
-
On variational bounds in the compound Poisson approximation of the individual risk model
Roos, Bero, (2007)
-
On Hipp's compound Poisson approximations via concentration functions
Roos, Bero, (2004)
- More ...