Estimate of the accuracy of the compound Poisson approximation for the distribution of the number of matching patterns

被引：0

作者：

Mikhailov, VG ^{[1
]}

机构：

[1] RAN, VA Steklov Math Inst, Moscow 117966, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2001年 / 46卷 / 04期

关键词：

long repetitions; coincidence of words; estimates of accuracy of the Poisson approximation; compound Poisson distribution; Stein method; Chen-Stein method;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let X-1,..., X-m and Y-1,..., Y-n be two sequences of independent identically distributed random variables taking on values 1, 2,.... By means of a particular version of the Stein method we construct an estimate of the accuracy of approximation for the distribution of the number of matching patterns of outcomes X-i,..., Xi+s-1 of a given length 8 in the first sequence with the patterns of outcomes Y-j,..., Yj+s-1 in the second sequence. The approximating distribution is the distribution of the sum of Poisson number of independent random variables with geometric distribution.

引用

页码：667 / 675

页数：9

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