Approximations to Weighted Sums of Random Variables
نویسندگان
چکیده
In this paper, we obtain error bound for pseudo-binomial and negative binomial approximations to weighted sums of locally dependent random variables, using Stein’s method. We also discuss approximation results independent variables. demonstrate our through some applications in finance runs statistics.
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ژورنال
عنوان ژورنال: Bulletin of the Malaysian Mathematical Sciences Society
سال: 2021
ISSN: ['2180-4206', '0126-6705']
DOI: https://doi.org/10.1007/s40840-021-01077-z