| Title |
On closeness of two discrete weighted sums / |
| Authors |
Čekanavičius, Vydas ; Vellaisamy, Palaniappan |
| DOI |
10.15559/18-VMSTA103 |
| Full Text |
|
| Is Part of |
Modern stochastics: theory and applications / Vilnius University; Taras Shevchenko National University of Kyiv.. Vilnius; Kyiv : VTeX. 2018, vol. 5, iss. 2, p. 207-224.. ISSN 2351-6046. eISSN 2351-6054 |
| Keywords [eng] |
Characteristic function ; concentration function ; factorial moments ; Kolmogorov metric ; Markov Binomial distribution ; weighted random variables |
| Abstract [eng] |
The effect that weighted summands have on each other in approximations of S = w 1 S 1 + w 2 S 2 + ··· + w N S N is investigated. Here, S i ’s are sums of integer-valued random variables, and w i denote weights, i = 1,...,N. Two cases are considered: the general case of independent random variables when their closeness is ensured by the matching of factorial moments and the case when the S i has the Markov Binomial distribution. The Kolmogorov metric is used to estimate the accuracy of approximation. |
| Published |
Vilnius; Kyiv : VTeX |
| Type |
Journal article |
| Language |
English |
| Publication date |
2018 |
| CC license |
|
