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Approximation of Sums of Locally Dependent Random Variables via Perturbation of Stein Operator

Published 20 Sep 2022 in math.PR | (2209.09770v3)

Abstract: Let $(X_{i}, i\in J)$ be a family of locally dependent nonnegative integer-valued random variables, and consider the sum $W=\sum\nolimits_{i\in J}X_i$. We first establish a general error upper bound for $d_{TV}(W, M)$ using Stein's method, where the target variable $M$ is either the mixture of Poisson distribution and binomial or negative binomial distribution. As applications, we attain $O(|J|{-1})$ error bounds for ($k_{1},k_{2}$)-runs and $k$-runs under some special cases. Our results are significant improvements of the existing results in literature, say $O(|J|{-0.5})$ in Pek\"{o}z [Bernoulli, 19 (2013)] and $O(1)$ in Upadhye, et al. [Bernoulli, 23 (2017)].

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