Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/102700
Title: A non-uniform bound for translated poisson approximation
Authors: Barbour, A.D.
Choi, K.P. 
Keywords: Non-uniform bounds
Stein's method
Total variation
Translated Poisson approximation
Issue Date: 4-Feb-2004
Citation: Barbour, A.D.,Choi, K.P. (2004-02-04). A non-uniform bound for translated poisson approximation. Electronic Journal of Probability 9 : 18-36. ScholarBank@NUS Repository.
Abstract: Let X1,..., Xn be independent, integer valued random variables, with pth moments, p > 2, and let W denote their sum. We prove bounds analogous to the classical non-uniform estimates of the error in the central limit theorem, but now, for approximation of L(W) by a translated Poisson distribution. The advantage is that the error bounds, which are often of order no worse than in the classical case, measure the accuracy in terms of total variation distance. In order to have good approximation in this sense, it is necessary for L(W) to be sufficiently smooth; this requirement is incorporated into the bounds by way of a parameter α, which measures the average overlap between L(Xi) and L(Xi + 1), 1 ≤ i ≤ n.
Source Title: Electronic Journal of Probability
URI: http://scholarbank.nus.edu.sg/handle/10635/102700
ISSN: 10836489
Appears in Collections:Staff Publications

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