Poisson Approximation to Weighted Sums of Locally Dependent Random Variables

2021/06/03 by Kadu, Pratima Eknath
#60E05 #60F05 #FOS: Mathematics #Primary: 62E17 #Probability (math.PR) #Secondary: 62E20

paper · doi:10.48550/arxiv.2106.01762

Abstract

This paper deals with Poisson approximation to weighted sums of locally dependent random variables using Stein's method. The derived result represents a significant improvement of existing results. To illustrate the effectiveness of our findings, a numerical comparison is provided.

Related

• Approximations to Weighted Sums of Random Variables
• Relative Error of Scaled Poisson Approximation via Stein's Method
• Approximation of Sums of Locally Dependent Random Variables via Perturbation of Stein Operator
• Approximation Results for Sums of Independent Random Variables
• On Stein's method and perturbations