Approximation Results for Sums of Independent Random Variables

2020/07/05 by Pratima Eknath Kadu, Kadu, Pratima Eknath
Computer Science · Decision Sciences · Mathematics · #60F05 #62E20 #Bayesian Methods and Mixture Models #FOS: Mathematics #Primary: 62E17 #Probability (math.PR) #Probability and Risk Models #Random Matrices and Applications #Secondary: 60E05

paper · pdf · doi:10.48550/arxiv.2007.02281

openalex publication_date 2020/07/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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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