Results 161 to 170 of about 13,348,367 (183)

Application of the stein-chen method for bounds and limit theorems in the reliability of coherent structures

Naval Research Logistics, 1993
For a coherent system with independent components, using Stein-Chen method of Poisson convergence, bounds have been obtained for the probability of failure of the system, in terms of component failure time distributions. Further, for any sequence of coherent systems \(I_ n\) with \(T_ n\) denoting the time of failure of \(I_ n\), the limiting ...
Markos Koutras
exaly   +5 more sources

Some applications of the Stein-Chen method for proving Poisson convergence

Advances in Applied Probability, 1989
LetWbe a sum of Bernoulli random variables andUλa Poisson random variable having the same meanλ = EW.Using the Stein-Chen method and suitable couplings, general upper bounds for the variational distance betweenWandUλare given. These bounds are applied to problems of occupancy, using sampling with and without replacement and Pólya sampling, of capture ...
Barbour, A D, Holst, L
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A use of the Stein-Chen method in time series analysis

Journal of Applied Probability, 2000
In this paper, a statistic that has been introduced to test for space-time correlation is considered in a time series context. The null hypothesis is white noise; the alternative is any kind of continuous functional dependence. For an autoregressive process close to the null hypothesis, a bound on the distance between the distribution of the statistic ...
Kim, S T
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Stein-Chen method for compound Poisson approximation: the coupling approach

1994
exaly   +2 more sources

Poisson approximation for call function via Stein-Chen’s method

2023
A call function is a nonnegative real-valued function defined by hz(v) = (v−z)+ for z " 0 where (v − z)+ = max{v − z, 0}. There are many applications of call function in finance. For example, the standard collateralized debt obligation tranche pricing.
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Estimates of Pseudomoments Via the Stein–Chen Method

Acta Applicandae Mathematica, 2003
The compound Poisson approximations of sums of integer-valued random variables are considered. The pseudomoments are reduced to estimates in the total variation, if the initial Stein equation is repeatedly applied for the compound Poisson approximation.
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Poisson approximation for (k₁,k₂)-events via the Stein-Chen method

Journal of Applied Probability, 2004
Consider a sequence of independent Bernoulli trials with success probabilityp. LetN(n;k1,k2) denote the number of times thatk1failures are followed byk2successes among the firstnBernoulli trials. We employ the Stein-Chen method to obtain a total variation upper bound for the rate of convergence ofN(n;k1,k2) to a suitable Poisson random variable.
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An Improved Bound on Poisson Approximation for the Poisson Mean λ=1 with Stein-Chen Method

International Journal of Mathematics Trends and Technology, 2022
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Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity

Statistica Neerlandica, 2022
Carsten Jentsch, Christian H Weis
exaly  

Computing (Bivariate) Poisson Moments Using Stein–Chen Identities

American Statistician, 2022
Christian H Weis, Boris Aleksandrov
exaly