Negative binomial approximation with Stein's method
type: Item
instance of: scholarly article
title: Negative binomial approximation with Stein's method
zbMATH Open document ID: 0992.62015
DOI: 10.1023/A:1010094221471
author: Timothy C. Brown
author: Michael J. Phillips
published in: Methodology and Computing in Applied Probability
publication date: 2002-09-19T00:00:00Z
review text: The basic ingredients for approximation by a negative binomial distribution using Stein's method and a birth and death characterizing equation are established. These include good bounds for the solution of the Stein equation and for its first differences, and a coupling representation of the accuracy of approximation. Lower bounds for the approximation error are also given for cases where a monotone coupling exists. The method is applied to the approximation of the Pólya distribution by a negative binomial.
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1441323
reviewed by: A. D. Barbour
MaRDI profile type: Publication
full work available at URL: a:1010094221471
OpenAlex ID: W100268317
description: scientific article; zbMATH DE number 1441323