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Discrete approximations for sums of m-dependent random variables (1301.7196v3)

Published 30 Jan 2013 in math.ST and stat.TH

Abstract: Sums of of 1-dependent integer-valued random variables are approximated by compound Poisson, negative binomial and Binomial distributions and signed compound Poisson measures. Estimates are obtained for total variation and local metrics. The results are then applied to statistics of $m$-dependent $(k_1,k_2)$ events and 2-runs. Heinrich's method and smoothing properties of convolutions are used for the proofs.

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