{
  "id": "0912.1448",
  "version": "v1",
  "published": "2009-12-08T09:54:26.000Z",
  "updated": "2009-12-08T09:54:26.000Z",
  "title": "Stein's method and stochastic orderings",
  "authors": [
    "Fraser Daly",
    "Claude Lefèvre",
    "Sergey Utev"
  ],
  "comment": "39 pages, 1 table. Submitted to Advances in Applied Probability",
  "categories": [
    "math.PR"
  ],
  "abstract": "A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on Poisson and translated Poisson approximation of a sum of dependent Bernoulli random variables, for example k-runs in i.i.d. Bernoulli trials. Other applications include approximation by polynomial birth--death distributions.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-12-08T09:54:26.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "62E17",
      "60F05",
      "60J80"
    ],
    "keywords": [
      "steins method",
      "dependent bernoulli random variables",
      "usual stochastic order",
      "approximation",
      "general s-convex orders"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 39,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0912.1448D"
    }
  }
}