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Approximating gamma distributions by normalized negative binomial distributions. (English) Zbl 0804.60025

Summary: Let \(F\) be the gamma distribution function with parameters \(a>0\) and \(\alpha>0\) and let \(G_ s\) be the negative binomial distribution function with parameters \(\alpha\) and \(a/s\), \(s>0\). By combining both probabilistic and approximation-theoretic methods, we obtain sharp upper and lower bounds for \(\sup_{\theta\geq 0} | G_ s(s\theta)- F(\theta)|\), as \(s\to\infty\). In particular, we show that the exact order of uniform convergence is \(s^{-p}\), where \(p=\min(1,\alpha)\). Various kinds of applications concerning charged multiplicity distributions, the Yule birth process and Bernstein-type operators are also given.

MSC:

60F05 Central limit and other weak theorems
44A10 Laplace transform
41A99 Approximations and expansions
60K35 Interacting random processes; statistical mechanics type models; percolation theory
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