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Title: A three-parameter binomial approximation
Authors: Peköz, E.A.
Shwartz, M.
Röllin, A. 
Čekanavičius, V.
Keywords: Binomial approximation
Poisson binomial distribution
Stein's method
Issue Date: Dec-2009
Citation: Peköz, E.A., Shwartz, M., Röllin, A., Čekanavičius, V. (2009-12). A three-parameter binomial approximation. Journal of Applied Probability 46 (4) : 1073-1085. ScholarBank@NUS Repository.
Abstract: We approximate the distribution of the sum of independent but not necessarily identically distributed Bernoulli random variables using a shifted binomial distribution, where the three parameters (the number of trials, the probability of success, and the shift amount) are chosen to match the first three moments of the two distributions. We give a bound on the approximation error in terms of the total variation metric using Stein's method. A numerical study is discussed that shows shifted binomial approximations are typically more accurate than Poisson or standard binomial approximations. The application of the approximation to solving a problem arising in Bayesian hierarchical modeling is also discussed. © Applied Probability Trust 2009.
Source Title: Journal of Applied Probability
ISSN: 00219002
DOI: 10.1239/jap/1261670689
Appears in Collections:Staff Publications

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