Results 31 to 40 of about 30,725 (253)
Estimating Stein's Constants for Compound Poisson Approximation [PDF]
Bernoulli, 2000 Stein's method for compound Poisson approximation was introduced by Barbour, Chen and Loh. One difficulty in applying the method is that the bounds on the solutions of the Stein equation are by no means as good as for Poisson approximation. We show that, for the Kolmogorov metric and under a condition on the parameters of the approximating compound ...
Barbour, A. D., Xia, Aihua
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Approximating the distributions of runs and patterns [PDF]
, 2014 The distribution theory of runs and patterns has been successfully used in a variety of applications including, for example, nonparametric hypothesis testing, reliability theory, quality control, DNA sequence analysis, general applied probability and ...
Brad C Johnson, James C Fu
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A Berry-Esseen theorem for Pitman's $\alpha$-diversity
, 2020 This paper is concerned with the study of the random variable $K_n$ denoting the number of distinct elements in a random sample $(X_1, \dots, X_n)$ of exchangeable random variables driven by the two parameter Poisson-Dirichlet distribution, $PD(\alpha ...
Dolera, Emanuele, Favaro, Stefano
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Archives of Metallurgy and Materials, 2017 First-principles density functional theory calculations have been performed to investigate the structural, elastic and thermodynamic properties of rubidium telluride in cubic anti-fluorite (anti-CaF2-type) structure.
Bidai K. +6 more
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Solving the Stein Equation in compound poisson approximation [PDF]
Advances in Applied Probability, 1998 The accuracy of compound Poisson approximation can be estimated using Stein's method in terms of quantities similar to those which must be calculated for Poisson approximation. However, the solutions of the relevant Stein equation may, in general, grow exponentially fast with the mean number of ‘clumps’, leading to many applications in which the bounds
Barbour, A D, Utev, S
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, 2011 Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.
Adelson +57 more
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Asymptotics for the sum of three state Markov dependent random variables
Modern Stochastics: Theory and Applications, 2018 The insurance model when the amount of claims depends on the state of the insured person (healthy, ill, or dead) and claims are connected in a Markov chain is investigated.
Gabija Liaudanskaitė +1 more
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Limiting entry times distribution for arbitrary null sets SETS [PDF]
, 2019 We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the cluster sizes,
Haydn, N., Vaienti, S.
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Discrete Dynamics in Nature and Society, 2012 We consider the dynamic proportional reinsurance in a two-dimensional compound Poisson risk model. The optimization in the sense of minimizing the ruin probability which is defined by the sum of subportfolio is being ruined.
Yan Li, Guoxin Liu
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Revue des Énergies RenouvelablesHigh-entropy alloys are promising for hydrogen storage, especially in terms of their tunable hydrogen storage properties. Although several experimental studies, a fundamental and detailed atomistic comprehension of physical and electronic of the ...
Youcef Bouhadda +5 more
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