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arXiv · 1111.3162

Discretized normal approximation by Stein's method

Xiao Fang
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Abstract

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 Erdös-Rényi random graph, and the uniform multinomial occupancy model.

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Xiao Fang. 2014-07-04. Discretized normal approximation by Stein's method. https://doi.org/10.3150/13-bej527

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