论文标题

独立随机变量的总和的近似结果

Approximation Results for Sums of Independent Random Variables

论文作者

Kadu, Pratima Eknath

论文摘要

在本文中,我们将泊松和泊松卷曲的几何近似值视为$ n $独立的随机变量在时刻条件下的总和。我们使用Stein的方法来得出近似值的总变化距离。获得的误差界与文献中现有的界限相当或改进。另外,我们将2次跑步的等待时间分配申请。

In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of $n$ independent random variables under moment conditions. We use Stein's method to derive the approximation results in total variation distance. The error bounds obtained are either comparable to or improvement over the existing bounds available in the literature. Also, we give an application to the waiting time distribution of 2-runs.

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