Name: Discretized normal approximation by Stein’s method
Creator: Fang, Xiao
Keywords: local dependence, exchangeable pairs, Probability (math.PR), FOS: Mathematics, discretized normal approximation, Stein coupling, Stein’s method, 0101 mathematics, 16. Peace & justice, size biasing

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 01 Aug 2014Embargo end date: 01 Jan 2011Publisher:Bernoulli Society for Mathematical Statistics and ProbabilityJournal:Bernoulli, volume 20 (issn: 1350-7265,

Authors: Fang, Xiao;

doi: 10.3150/13-bej527 , 10.48550/arxiv.1111.3162

arXiv: http://arxiv.org/abs/1111.3162

Discretized normal approximation by Stein’s method

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Abstract

We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of i.i.d. Bernoulli random variables, the number of vertices with a given degree in the Erd��s-R��nyi random graph, and the uniform multinomial occupancy model.

Published in at http://dx.doi.org/10.3150/13-BEJ527 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

Related Organizations

National University of Singapore
Singapore

Keywords

local dependence, exchangeable pairs, Probability (math.PR), FOS: Mathematics, discretized normal approximation, Stein coupling, Stein’s method, size biasing, Mathematics - Probability

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