Amit N. Kumar
Published 2020-06-25Version 1
In this paper, we obtain error bound for binomial and negative binomial approximations to weighted sums of locally dependent random variables, using Stein's method. We also discuss approximation results for weighted sums of independent random variables. We demonstrate our results through some applications in finance and runs in statistics.
Estimates for the concentration functions of weighted sums of independent random variables
On the error bound in a combinatorial central limit theorem
Approximations Related to Tempered Stable Distributions
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