On perturbations of Stein operator

A. N. Kumar and N. S. Upadhye

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 18, 9284-9302

Abstract: In this article, we obtain a Stein operator for the sum of n independent random variables (rvs) which is shown as the perturbation of the negative binomial (NB) operator. Comparing the operator with NB operator, we derive the error bounds for total variation distance by matching parameters. Also, three-parameter approximation for such a sum is considered and is shown to improve the existing bounds in the literature. Finally, an application of our results to a function of waiting time for (k1, k2)-events is given.

Date: 2017
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/03610926.2016.1206937

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