Discretized Normal Approximation by Stein's Method

Details Discretized Normal Approximation by Stein's Method Discretized Normal Approximation by Stein's Method

2011-11-14

arxiv.org/abs/1111.3162v3

Mathematics

Probability

25 pages

Scientific paper

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\"os-R\'enyi random graph, and the uniform multinomial occupancy model.

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