Compound Poisson approximations for sums of 1-dependent random variables. I

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作者
J. Petrauskienė
V. Čekanavičius
机构
[1] Vilnius University,
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关键词
primary 60F05; secondary 60G50; 2-runs; compound Poisson distribution; -dependent variables; total variation norm; local norm;
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摘要
We approximate two-runs statistic by various compound Poisson distributions and second-order asymptotic expansions. The accuracy of approximation is estimated in the total-variation and local metrics. For a special case, asymptotically sharp constants are calculated. Heinrich’s method is used in the proofs.
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页码:323 / 336
页数:13
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