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Binomial approximation for sum of indicators with dependent neighborhoods

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  • Zhang, Yazhe

Abstract

The purpose of this article is to develop a new method for binomial approximation. Following the main idea of Stein’s basic framework, we managed to provide a new method for binomial approximation which allows us to get an upper bound on the total variation distance between a sum of indicator random variables with dependency neighborhoods and a properly chosen binomial distribution. A simple application of this method is also given, which enables us to obtain a total variation distance between the distribution of the number of k-length head run and a properly chosen binomial distribution.

Suggested Citation

  • Zhang, Yazhe, 2016. "Binomial approximation for sum of indicators with dependent neighborhoods," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 146-154.
    • Handle: RePEc:eee:stapro:v:119:y:2016:i:c:p:146-154
    DOI: 10.1016/j.spl.2016.07.021
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    References listed on IDEAS

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    1. Ehm, Werner, 1991. "Binomial approximation to the Poisson binomial distribution," Statistics & Probability Letters, Elsevier, vol. 11(1), pages 7-16, January.
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