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arXiv:1111.3162 [math.PR]AbstractReferencesReviewsResources

Discretized normal approximation by Stein's method

Xiao Fang

Published 2011-11-14, updated 2014-07-04Version 4

We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of i.i.d. Bernoulli random variables, the number of vertices with a given degree in the Erd\"{o}s-R\'{e}nyi random graph, and the uniform multinomial occupancy model.

Comments: Published in at http://dx.doi.org/10.3150/13-BEJ527 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
Journal: Bernoulli 2014, Vol. 20, No. 3, 1404-1431
Categories: math.PR
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