Compound Poisson approximation for dissociated random variables via Stein's method

被引:10
作者
Eichelsbacher, P
Roos, M
机构
[1] Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany
[2] Univ Zurich, ISPM, CH-8006 Zurich, Switzerland
关键词
D O I
10.1017/S0963548399003880
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
In the present paper we consider compound Poisson approximation by Stein's method for dissociated random variables. We present some applications to problems in system reliability. In particular, our examples have the structure of an incomplete U-statistics. We mainly apply techniques from Barbour and Utev, who gave new bounds for the solutions of the Stein equation in compound Poisson approximation in two recent papers.
引用
收藏
页码:335 / 346
页数:12
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