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Compound Poisson Approximations to Sums of Extrema of Bernoulli Variables
Lithuanian Mathematical Journal ( IF 0.4 ) Pub Date : 2022-07-22 , DOI: 10.1007/s10986-022-09571-y
Gabija Liaudanskaite , Vydas Čekanavičius

Let Sn = X1 + X2 + · · · + Xn, where Xj = max(ξj, ξj+1), and ξ1, ξ2, . . . , ξn+1 are independent Bernoulli random variables. If all P(ξj = 1) are small, then we approximate Sn by a compound Poisson random variable with two matching moments. If all P(ξj = 1) are large, then we apply compound Poisson and negative binomial approximations to n − Sn. We estimate the accuracy of approximation in the total-variation and Kolmogorov metrics. We also show that similar results hold for sums of minima of Bernoulli variables. In the proofs, we use Heinrich’s method.



中文翻译:

伯努利变量极值和的复合泊松近似

S n = X 1 + X 2 + · · · + X n,其中X j = max( ξ j , ξ j +1 ),且ξ 1 , ξ 2 , . . . , ξ n +1是独立的伯努利随机变量。如果所有P ( ξ j = 1) 都很小,那么我们通过具有两个匹配矩的复合泊松随机变量来近似Sn 。如果所有P ( ξ j= 1) 很大,然后我们将复合泊松和负二项式近似应用于n - S n。我们估计了总变差和 Kolmogorov 度量的近似精度。我们还表明,类似的结果适用于伯努利变量的最小值之和。在证明中,我们使用 Heinrich 的方法。

更新日期:2022-07-22
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