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arxiv: 0912.1448 · v1 · submitted 2009-12-08 · 🧮 math.PR

Stein's method and stochastic orderings

classification 🧮 math.PR
keywords approximationstochasticbernoullimethodpoissonsteinapplicationsapplied
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A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on Poisson and translated Poisson approximation of a sum of dependent Bernoulli random variables, for example k-runs in i.i.d. Bernoulli trials. Other applications include approximation by polynomial birth--death distributions.

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