Results 1 to 10 of about 247,101 (125)
On using the first difference in the Stein-Chen method [PDF]
The Annals of Applied Probability, 1997 If \(X\) and \(Y\) are random variables and \(g\) a bounded Lipschitz function, then there are two natural bounds for \({\mathbf E}| g(X)- g(Y)|\), given by \(K(g)d_{\text{W}}(X,Y)\) and \(\| g\| d_{\text{TV ...
Aihua Xia
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Constructions for Clumps Statistics. [PDF]
Discrete Mathematics & Theoretical Computer Science, 2008 We consider a component of the word statistics known as clump; starting from a finite set of words, clumps are maximal overlapping sets of these occurrences. This object has first been studied by Schbath with the aim of counting the number of occurrences
Frédérique Bassino +3 more
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Scanning for Clusters of Large Values in Time Series: Application of the Stein-Chen Method
Applied Mathematics, 2021 The purpose of this application paper is to apply the Stein-Chen (SC) method to provide a Poisson-based approximation and corresponding total variation distance bounds in a time series context. The SC method that is used approximates the probability density function (PDF) defined on how many times a pattern such as It,It+1,It+2 = {1 0 1} occurs ...
Tom Burr, Brad Henderson
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The Stein-Chen Method, Point Processes and Compensators
The Annals of Probability, 1992 The paper gives bounds for the accuracy of Poisson approximation to the distribution of the number of points in a point process. There are two principal bounds, one in terms of reduced Palm probabilities for general point processes, and one involving compensators for point processes on the line.
Barbour, A. D., Brown, Timothy C.
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Poisson Approximation for Call Function via Stein–Chen Method
Bulletin of the Malaysian Mathematical Sciences Society, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kritsana Neammanee, Nat Yonghint
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The Annals of Probability, 1990 Consider a family of (dependent) Gaussian random variables and count the number of them that exceed some given levels. An explicit upper bound is given for the total variation distance between the distribution of this number of exceedances and a Poisson distribution having the same mean.
Holst, Lars, Janson, Svante
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On the Entropy of Sums of Bernoulli Random Variables via the Chen-Stein Method
, 2012 This paper considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random variable with ...
Sason, Igal
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Extreme value theory for dependent sequences via the stein-chen method of poisson approximation
Stochastic Processes and their Applications, 1988 \textit{L. H. Y. Chen} [Ann. of Probab. 3, 534-545 (1975; Zbl 0335.60016)] extended Stein's method for obtaining error estimates in central limit approximation problems to Poisson approximations. One of the examples he considered was that of a stationary, \(\phi\)-mixing sequence of indicator random variables. In this paper, the author goes more deeply
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Improvements of Poisson approximation for n-dimensional unit cube random graph [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2021 This paper uses the Stein-Chen method to obtain uniform and non-uniform bounds in the Poisson approximation for the n-dimensional unit cube random graph. These bounds are re-established under the restriction of Poisson mean λ = 1.
Kanint Teerapabolarn
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The Relationship between Social Support and Social Resilience of Flood-Affected Women (Case Study: Delgan City) [PDF]
مطالعات اجتماعی روانشناختی زنان, 2021 The aim of this study was to investigate the relationship between social support and social resilience of women affected by floods in Delgan. The statistical population of the study was all urban and rural women over 15 years old affected by the flood of
Abdolhossein Daneshvarinasab +2 more
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