当前位置: X-MOL 学术Bull. Malays. Math. Sci. Soc. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Approximations to Weighted Sums of Random Variables
Bulletin of the Malaysian Mathematical Sciences Society ( IF 1.0 ) Pub Date : 2021-01-16 , DOI: 10.1007/s40840-021-01077-z
Amit N. Kumar

In this paper, we obtain error bound for pseudo-binomial and negative binomial approximations to weighted sums of locally dependent random variables, using Stein’s method. We also discuss approximation results for weighted sums of independent random variables. We demonstrate our results through some applications in finance and runs in statistics.



中文翻译:

随机变量加权和的逼近

在本文中,我们使用Stein方法获得了伪二项式和负二项式逼近到局部相关随机变量加权和的误差界。我们还将讨论独立随机变量加权和的近似结果。我们通过一些金融应用程序和统计数据来证明我们的结果。

更新日期:2021-01-18
down
wechat
bug