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On perturbations of Stein operator
Date Issued
17-09-2017
Author(s)
Kumar, Amit N.
Indian Institute of Technology, Madras
Abstract
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.
Volume
46