pith. sign in

arxiv: 1901.03348 · v1 · pith:K47HVK36new · submitted 2019-01-10 · 🧮 math.ST · stat.TH

On large deviations for sums of discrete m-dependent random variables

classification 🧮 math.ST stat.TH
keywords whenbinomialpoissonrandomstatisticvariablesapproximationcases
0
0 comments X
read the original abstract

The ratio $P(S_n=x)/P(Z_n=x)$ is investigated for three cases: (a) when $S_n$ is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and $Z_n$ is Poisson rv; (b) when $S_n$ is a statistic of 2-runs and $Z_n$ is negative binomial rv; and (c) when $S_n$ is statistic of $N(1,1)$-events and $Z_n$ is a binomial r.v. We also consider the approximation of $P(S_n\geqslant x)$ by Poisson distribution with parameter depending on $x$.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.