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Poisson type approximations for the Markov binomial distribution

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  • Cekanavicius, Vydas
  • Roos, Bero

Abstract

The Markov binomial distribution is approximated by the Poisson distribution with the same mean, by a translated Poisson distribution and by two-parametric Poisson type signed measures. Using an adaptation of Le Cam's operator technique, estimates of accuracy are proved for the total variation, local and Wasserstein norms. In a special case, asymptotically sharp constants are obtained. For some auxiliary results, we used Stein's method.

Suggested Citation

  • Cekanavicius, Vydas & Roos, Bero, 2009. "Poisson type approximations for the Markov binomial distribution," Stochastic Processes and their Applications, Elsevier, vol. 119(1), pages 190-207, January.
    • Handle: RePEc:eee:spapps:v:119:y:2009:i:1:p:190-207
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    References listed on IDEAS

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    1. P. Deheuvels & D. Pfeifer, 1988. "On a relationship between Uspensky's theorem and poisson approximations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(4), pages 671-681, December.
    2. Roos, Bero, 2001. "Sharp constants in the Poisson approximation," Statistics & Probability Letters, Elsevier, vol. 52(2), pages 155-168, April.
    3. Ourania Chryssaphinou & Eutichia Vaggelatou, 2002. "Compound Poisson Approximation for Multiple Runs in a Markov Chain," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(2), pages 411-424, June.
    4. Cekanavicius, V. & Mikalauskas, M., 1999. "Signed Poisson approximations for Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 205-227, August.
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