An Improvement of Poisson Approximation for Sums of Dependent Bernoulli Random Variables

作者：Teerapabolarn K^*

来源：Communications in Statistics - Theory and Methods, 2014, 43(8): 1758-1777.

DOI：10.1080/03610926.2012.674606

• Bernoulli random variable
• Cumulative distribution function
• Poisson approximation
• Non uniform bound
• Stein-Chen method
• 60F05
• 60G05

This article uses the Stein-Chen method to obtain new non uniform bounds on the error of the cumulative distribution function of sums of dependent Bernoulli random variables and the Poisson cumulative distribution function. The bounds obtained in the present study are sharper than those reported in Teerapabolarn and Neammanee (2006). Examples are provided to illustrate applications of the obtained results.

• 出版日期2014-4-18