论文标题
随机变量的加权总和近似
Approximations to Weighted Sums of Random Variables
论文作者
论文摘要
在本文中，我们使用Stein的方法获得了与本地依赖随机变量的加权总和的二项式和负二项式近似结合的误差。我们还讨论了独立随机变量的加权总和的近似结果。我们通过金融方面的某些应用和统计运行来证明我们的结果。
In this paper, we obtain error bound for binomial and negative binomial approximations to weighted sums of locally dependent random variables, using Stein's method. We also discuss approximation results for weighted sums of independent random variables. We demonstrate our results through some applications in finance and runs in statistics.
