An Improvement of Poisson Approximation for Sums of Dependent Bernoulli Random Variables |
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| Authors: | K Teerapabolarn |
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| Institution: | Department of Mathematics, Burapha University, Chonburi, Thailand and Centre of Excellence in Mathematics, CHE, Bangkok, Thailand |
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| Abstract: | This article uses the Stein-Chen method to obtain new non uniform bounds on the error of the cumulative distribution function of sums of dependent Bernoulli random variables and the Poisson cumulative distribution function. The bounds obtained in the present study are sharper than those reported in Teerapabolarn and Neammanee (2006 Teerapabolarn, K., Neammanee, K. (2006). Poisson approximation for sums of dependent Bernoulli random variables. Acta Mathematica Academiae Paedagogicae Nyiregyhaziensis. 22:87–99. Google Scholar]). Examples are provided to illustrate applications of the obtained results. |
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| Keywords: | Bernoulli random variable Cumulative distribution function Poisson approximation Non uniform bound Stein-Chen method |
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