Approximation of Sums of Locally Dependent Random Variables via Perturbation of Stein Operator

Abstract

Let (Xi, i∈ J) be a family of locally dependent nonnegative integer-valued random variables, and consider the sum W=Σi∈ JXi. We first establish a general error upper bound for dTV(W, M) using Stein's method, where the target variable M is either the mixture of Poisson distribution and binomial or negative binomial distribution. As applications, we attain O(|J|-1) error bounds for (k1,k2)-runs and k-runs under some special cases. Our results are significant improvements of the existing results in literature, say O(|J|-0.5) in Pek\"oz [Bernoulli, 19 (2013)] and O(1) in Upadhye, et al. [Bernoulli, 23 (2017)].

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