메뉴 건너뛰기




Volumn , Issue , 2000, Pages 3-13

Nonuniform bounds in probability approximations using stein’s method

Author keywords

Binary expansion of a random integer; Binomial approximation; Concentration inequality approach; Non uniform bounds; Normal approximation; Poisson approximation; Probability approximations; Stein s method

Indexed keywords


EID: 0039396076     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Chapter
Times cited : (4)

References (34)
  • 1
    • 84972496740 scopus 로고
    • Poisson approximation and the Chen-Stein method
    • Arratia, R., Goldstein, L., and Gordon, L. (1990). Poisson approximation and the Chen-Stein method. Statistical Science5, 403-434.
    • (1990) Statistical Science , vol.5 , pp. 403-434
    • Arratia, R.1    Goldstein, L.2    Gordon, L.3
  • 2
    • 0001077489 scopus 로고
    • Stein’s method and Poisson process convergence
    • Barbour, A. D. (1988). Stein’s method and Poisson process convergence. Journal of Applied Probability 25 (A), 175 184.
    • (1988) Journal of Applied Probability , vol.25 , Issue.175 A , pp. 184
    • Barbour, A.D.1
  • 3
    • 0001217694 scopus 로고
    • Poisson approximation for unbounded functions, I: Independent summands
    • Barbour, A. D., Chen, L. H. Y., and Choi, K. P. (1995). Poisson approximation for unbounded functions, I: independent summands. Statistica Sinica5, 749-766.
    • (1995) Statistica Sinica , vol.5 , pp. 749-766
    • Barbour, A.D.1    Chen, L.H.Y.2    Choi, K.P.3
  • 4
    • 0000549988 scopus 로고
    • Compound Poisson approximation for nonnegative random variables via Stein’s method
    • Barbour, A. D., Chen, L. H. Y., and Loh, W. L. (1992). Compound Poisson approximation for nonnegative random variables via Stein’s method. Annals of Probability20, 1843-1866.
    • (1992) Annals of Probability , vol.20 , pp. 1843-1866
    • Barbour, A.D.1    Chen, L.H.Y.2    Loh, W.L.3
  • 5
    • 0000615546 scopus 로고
    • Poisson approximation for some statistics based on exchangeable trials
    • Barbour, A. D. and Eagleson, G. (1983). Poisson approximation for some statistics based on exchangeable trials. Advances in Applied Probability15, 585-600.
    • (1983) Advances in Applied Probability , vol.15 , pp. 585-600
    • Barbour, A.D.1    Eagleson, G.2
  • 9
    • 0010997702 scopus 로고
    • Estimates of the remainder in the central limit theorem
    • (in Russian)
    • Bikelis, A. (1966). Estimates of the remainder in the central limit theorem. Litovsk. Mat. Sb. 6(3), 323-346 (in Russian).
    • (1966) Litovsk. Mat. Sb , vol.6 , Issue.3 , pp. 323-346
    • Bikelis, A.1
  • 11
    • 0000985130 scopus 로고
    • Variational inequalities with examples and an application to the central limit theorem
    • Cacoullos, T., Papathanasiou, V. and Utev, S. A. (1994). Variational inequalities with examples and an application to the central limit theorem. Annals of Probability 22, 1607-1618.
    • (1994) Annals of Probability , vol.22 , pp. 1607-1618
    • Cacoullos, T.1    Papathanasiou, V.2    Utev, S.A.3
  • 12
    • 0001067389 scopus 로고
    • Poisson approximation for dependent trials
    • Chen, L. H. Y. (1975a). Poisson approximation for dependent trials. Annals of Probability 3, 534-545.
    • (1975) Annals of Probability , vol.3 , pp. 534-545
    • Chen, L.H.Y.1
  • 13
    • 0000901672 scopus 로고
    • An approximation theorem for convolutions of probability measures
    • Chen, L. H. Y. (1975b). An approximation theorem for convolutions of probability measures. Annals of Probability3, 992-999.
    • (1975) Annals of Probability , vol.3 , pp. 992-999
    • Chen, L.H.Y.1
  • 14
    • 0008310375 scopus 로고
    • The rate of convergence in a central limit theorem for dependent random variables with arbitrary index set
    • University of Minnesota
    • Chen, L. H. Y. (1986). The rate of convergence in a central limit theorem for dependent random variables with arbitrary index set. IMA Preprint Series ff 243, University of Minnesota.
    • (1986) IMA Preprint Series ff , vol.243
    • Chen, L.H.Y.1
  • 15
    • 0027918147 scopus 로고
    • Extending the Poisson approximation
    • Chen, L. H. Y. (1993). Extending the Poisson approximation. Science262, 379-380.
    • (1993) Science , vol.262 , pp. 379-380
    • Chen, L.H.Y.1
  • 16
    • 0011228466 scopus 로고    scopus 로고
    • Stein’s method: Some perspectives with applications
    • Eds., L. Accardi and C. Heyde, Lecture Notes in Statistics No. 128. Springer Verlag
    • Chen, L. H. Y. (1998). Stein’s method: some perspectives with applications. Probability Towards 2000 (Eds., L. Accardi and C. Heyde), pp. 97-122. Lecture Notes in Statistics No. 128. Springer Verlag.
    • (1998) Probability Towards 2000 , pp. 97-122
    • Chen, L.H.Y.1
  • 17
    • 0009160519 scopus 로고
    • Some asymptotic and large deviation results in Poisson approximation
    • Chen, L. H. Y. and Choi, K. P. (1992). Some asymptotic and large deviation results in Poisson approximation. Annals of Probability20,1867-1876.
    • (1992) Annals of Probability , vol.20 , pp. 1867-1876
    • Chen, L.H.Y.1    Choi, K.P.2
  • 18
    • 21844492892 scopus 로고
    • Compound Poisson approximation for unbounded functions on a group, with application to large deviations
    • Chen, L. H. Y. and Roos, M. (1995). Compound Poisson approximation for unbounded functions on a group, with application to large deviations. Probability Theory and Related, Fields103, 515-528.
    • (1995) Probability Theory and Related, Fields , vol.103 , pp. 515-528
    • Chen, L.H.Y.1    Roos, M.2
  • 19
    • 85057386676 scopus 로고    scopus 로고
    • A non-uniform Berry-Esseen bound via Stein’s method
    • Chen, L. H. Y. and Shao, Q. M. (2000). A non-uniform Berry-Esseen bound via Stein’s method. Preprint.
    • (2000) Preprint
    • Chen, L.H.Y.1    Shao, Q.M.2
  • 20
    • 85057376060 scopus 로고
    • On the number of ones in the binary expansion of a random integer
    • Chen, L. H. Y. and Soon, S. Y. T. (1994). On the number of ones in the binary expansion of a random integer. Unpublished manuscript.
    • (1994) Unpublished manuscript
    • Chen, L.H.Y.1    Soon, S.Y.T.2
  • 21
    • 0000930506 scopus 로고
    • A semigroup approach to Poisson approximation
    • Deheuvels, P. and Pfeifer, D. (1986). A semigroup approach to Poisson approximation. Annals of Probability14, 663-676.
    • (1986) Annals of Probability , vol.14 , pp. 663-676
    • Deheuvels, P.1    Pfeifer, D.2
  • 22
    • 0002417821 scopus 로고
    • The distribution of leading digits and uniform distribution mod 1
    • Diaconis, P. (1977). The distribution of leading digits and uniform distribution mod 1. Annals of Probability5, 72-81.
    • (1977) Annals of Probability , vol.5 , pp. 72-81
    • Diaconis, P.1
  • 23
    • 34250598875 scopus 로고
    • Fourier analysis of distribution functions: A mathematical study of the Laplace-Gaussian law
    • Esseen, C.-G. (1945). Fourier analysis of distribution functions: a mathematical study of the Laplace-Gaussian law. Acta Mathematica 771-125.
    • (1945) Acta Mathematica , vol.77 , pp. 1-125
    • Esseen, C.-G.1
  • 24
    • 0010707466 scopus 로고
    • An Lp bound for the remainder in a combinatorial central limit theorem
    • p bound for the remainder in a combinatorial central limit theorem. Annals of Probability6, 231-249.
    • (1978) Annals of Probability , vol.6 , pp. 231-249
    • Ho, S.T.1    Chen, L.H.Y.2
  • 25
    • 0001467526 scopus 로고
    • Stein’s method and multinomial approximation
    • Loh, W. L. (1992). Stein’s method and multinomial approximation. Annals of Applied Probability2, 536-554.
    • (1992) Annals of Applied Probability , vol.2 , pp. 536-554
    • Loh, W.L.1
  • 28
    • 0039396057 scopus 로고
    • Uber die Annäherung der Verteilungsfunktionen von Summen unabhängiger Zufallsgröben gegen unberrenzt teilbare Verteilungsfunktionen unter besonderer berchtung der Verteilungsfunktion der standardisierten Normalverteilung
    • A.TU Dresden
    • Paditz, L. (1977). Uber die Annäherung der Verteilungsfunktionen von Summen unabhängiger Zufallsgröben gegen unberrenzt teilbare Verteilungsfunktionen unter besonderer berchtung der Verteilungsfunktion der standardisierten Normalverteilung. Dissertation, A.TU Dresden.
    • (1977) Dissertation
    • Paditz, L.1
  • 29
    • 84930062356 scopus 로고
    • Some Problems in Binomial and Compound Poisson Approximations
    • National University of Singapore
    • Soon, S. Y. T. (1993). Some Problems in Binomial and Compound Poisson Approximations. Ph.D. dissertation, National University of Singapore.
    • (1993) Ph.D. Dissertation
    • Soon, S.Y.T.1
  • 30
    • 0000457248 scopus 로고
    • A bound for the error in the normal approximation to the distribution of a sum of dependent random variables
    • University California Press. Berkeley, California
    • Stein, C. (1972). A bound for the error in the normal approximation to the distribution of a sum of dependent random variables. Proceedings of the Sixth Berkeley Symposium on Mathematics, Statistics and Probability 2, 583 602, University California Press. Berkeley, California.
    • (1972) Proceedings of the Sixth Berkeley Symposium on Mathematics, Statistics and Probability 2, 583 602
    • Stein, C.1
  • 31
    • 0003722779 scopus 로고
    • Lecture Notes 7, Institute of Mathematics arid Statistics, Hayward, California
    • Stein, C. (1986). Approximation Computation of expectations. Lecture Notes 7, Institute of Mathematics arid Statistics, Hayward, California.
    • (1986) Approximation Computation of Expectations
    • Stein, C.1
  • 33
    • 0000176131 scopus 로고
    • Probability problems connected with a certain integrodifferential inequality
    • Utev, S. A. (1989). Probability problems connected with a certain integrodifferential inequality. Siberian Mathematics Journal30, 490-493.
    • (1989) Siberian Mathematics Journal , vol.30 , pp. 490-493
    • Utev, S.A.1
  • 34
    • 0000602905 scopus 로고
    • An approximation of Fourier methods to the problem of sharpening the Berry-Esseen inequality
    • Van Beek, P. (1972). An approximation of Fourier methods to the problem of sharpening the Berry-Esseen inequality. Zeitschrift Wahrscheinlichkeitstheorie und Verwandte Gebiete23, 187-196.
    • (1972) Zeitschrift Wahrscheinlichkeitstheorie Und Verwandte Gebiete , vol.23 , pp. 187-196
    • Van Beek, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.