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Poisson approximation for some statistics based on exchangeable trials

Published online by Cambridge University Press:  01 July 2016

A. D. Barbour  and
G. K. Eagleson
A. D. Barbour*
Affiliation:
Gonville and Caius College, Cambridge
G. K. Eagleson*
Affiliation:
CSIRO Division of Mathematics and Statistics
*
∗Present address: Institut für Angewandte Mathematik, Universität Zürich, Rämistrasse 74, CH-8001 Zürich, Switzerland.
∗∗Postal address: CSIRO Division of Mathematics and Statistics, Bradfield Rd, West Lindfield, NSW 2070, Australia.
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Abstract

Stein's (1970) method of proving limit theorems for sums of dependent random variables is used to derive Poisson approximations for a class of statistics, constructed from finitely exchangeable random variables.

Let be exchangeable random elements of a space and, for I a k-subset of , let XI be a 0–1 function. The statistics studied here are of the form where N is some collection of k -subsets of .

An estimate of the total variation distance between the distributions of W and an appropriate Poisson random variable is derived and is used to give conditions sufficient for W to be asymptotically Poisson. Two applications of these results are presented.

Keywords

FINITELY EXCHANGEABLE RANDOM VARIABLES

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 15 , Issue 3 , September 1983 , pp. 585 - 600
Copyright
Copyright © Applied Probability Trust 1983 

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References

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