On large deviations for sums of discrete m-dependent random variables

Abstract

The ratio P(Sn=x)/P(Zn=x) is investigated for three cases: (a) when Sn is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and Zn is Poisson rv; (b) when Sn is a statistic of 2-runs and Zn is negative binomial rv; and (c) when Sn is statistic of N(1,1)-events and Zn is a binomial r.v. We also consider the approximation of P(Sn≥slant x) by Poisson distribution with parameter depending on x.

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