Poisson type approximations for the Markov binomial distribution

Vydas Cekanavicius and Bero Roos

Stochastic Processes and their Applications, 2009, vol. 119, issue 1, 190-207

Abstract: The Markov binomial distribution is approximated by the Poisson distribution with the same mean, by a translated Poisson distribution and by two-parametric Poisson type signed measures. Using an adaptation of Le Cam's operator technique, estimates of accuracy are proved for the total variation, local and Wasserstein norms. In a special case, asymptotically sharp constants are obtained. For some auxiliary results, we used Stein's method.

Keywords: Markov; binomial; distribution; Poisson; approximation; Translated; Poisson; distribution; Signed; compound; Poisson; measure; Total; variation; norm; Local; norm; Wasserstein; norm (search for similar items in EconPapers)
Date: 2009
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