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Neelesh Shankar Upadhye
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Neelesh Shankar Upadhye
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Neelesh Shankar Upadhye
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Upadhye, N. S.
Upadhye, Neelesh S.
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2 results
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- PublicationOn perturbations of Stein operator(17-09-2017)
;Kumar, Amit N.In this article, we obtain a Stein operator for the sum of n independent random variables (rvs) which is shown as the perturbation of the negative binomial (NB) operator. Comparing the operator with NB operator, we derive the error bounds for total variation distance by matching parameters. Also, three-parameter approximation for such a sum is considered and is shown to improve the existing bounds in the literature. Finally, an application of our results to a function of waiting time for (k1, k2)-events is given. - PublicationOn Stein operators for discrete approximations(01-11-2017)
; ;ÄŒius, Vydas ÄŒekanaviVellaisamy, P.In this paper, a new method based on probability generating functions is used to obtain multiple Stein operators for various random variables closely related to Poisson, binomial and negative binomial distributions. Also, the Stein operators for certain compound distributions, where the random summand satisfies Panjer's recurrence relation, are derived. A well-known perturbation approach for Stein's method is used to obtain total variation bounds for the distributions mentioned above. The importance of such approximations is illustrated, for example, by the binomial convoluted with Poisson approximation to sums of independent and dependent indicator random variables.