Applied Mathematical Sciences, Vol. 9, 2015, no.

57, 2831 - 2841

HIKARI Ltd, www.m-hikari.com
http://dx.doi.org/10.12988/ams.2015.52160

A Uniform Bound on Negative Binomial

Approximation with w-Functions
K. Jaioun and K. Teerapabolarn*
Department of Mathematics, Faculty of Science
Burapha University, Chonburi 20131, Thailand
*
Corresponding author
Copyright 2015 K. Jaioun and K. Teerapabolarn. This is an open access article distributed
under the Creative Commons Attribution License, which permits unrestricted use, distribution, and
reproduction in any medium, provided the original work is properly cited.

Abstract
This paper uses Steins method and w-functions to determine a uniform bound for
the Kolmogorov distance between the cumulative distribution function of a
non-negative integer-valued random variable X and the negative binomial
cumulative distribution function with parameters r > 0 and p = 1 q (0,1) ,
where

rq
p

= E ( X ) and E ( X ) is the mean of X. Two examples are provided to

illustrate applications of the result obtained.

Mathematics Subject Classification: 62E17, 60F05
Keywords: Cumulative distribution function, Kolmogorov distance, Negative
binomial approximation, Steins method, w-function

1 Introduction
The topics related to the negative binomial approximation have yielded useful
results in applied probability and statistics. The first study of negative binomial
approximation has concerned an approximation of the distribution of a sum of
dependent Bernoulli random variables, which was presented by Brown and
Phillips [1]. They used Steins method to give a uniform bound on the negative
binomial approximation to the distribution of a sum of dependent Bernoulli
random variables, and they also applied the result to approximate the Plya
distribution. For independent geometric summands, Vellaisamy and Upadhye [9]

2832

K. Jaioun and K. Teerapabolarn

used Kerstans method to give a uniform bound for approximating the distribution
of a sum of independent geometric random variables by a negative binomial
distribution. However, the results in [1] and [9] are inappropriate for a nonnegative integer-valued random variable. Later, Teerapabolarn and Boondirek [8]
adapted and applied Steins method and w-functions to approximate the
distribution of a non-negative integer-valued random variable by an appropriate
negative binomial distribution as follows. Let NB be the negative random variable
with parameter r > 0 and p = 1 q ( 0,1) that has probabilities
pNB (k ) =
and has mean E ( NB) =

(r + k ) r k
p q , k ` {0},
k ! ( r )
rq
p

and variance Var ( NB ) =

(1.1)
rq
p2

. For r = 1 , the negative

random variable is the geometric random variable with parameter p , denoted by

G. Let X be a non-negative integer-valued random variable with probability mass
function p X ( x) > 0 for every x in the support of X , denoted by S ( X ), have
mean = E ( X ) and variance 2 = Var ( X ) . For A ` {0} , a uniform
bound for the total variation distance between the distributions of X and NB,
presented in Teerapabolarn and Boondirek [8], is of the form
dTV ( X , NB )

p(1 p r ) (r + X )q
rq
E
w( X ) +
,
rq
p
p

(1.2)
x

dTV ( X , NB) = sup P( X A) P( NB A)

where

and

w( x) =

x S ( X ), is the w-function associated with X. In addition, if

( k ) p X ( k )

k =0

2 pX ( x)

rq
= then the
p

result in (1.2) becomes

dTV

p(1 p r ) (r + X )q
E
w( X ) .
( X , NB )
rq
p

(1.3)

For A = {x0 } , x0 S ( X ) , Malingam and Teerapabolarn [4] and Teerapabolarn

[7] used the same tools in [8] to give a non-uniform bound for the point metric
between the distributions of X and NB as follows:

(1 p r ) p (r + X )q
rq
| p X (0) pNB (0) |
2 w( X ) + (1 p X (0))
(1.4)

rq
p
p

and if

rq
p

= , then [7] improved the bound (1.4) to be the form

A uniform bound on negative binomial approximation with wfunctions

2833

rq (1 p r ) p
(r + X )q p 2 w( X ) .
| p X (0) pNB (0) |
2
r (r + 1)q

(1.5)

When x0 S ( X ) \{0} , for r (0,1) , [7] showed that

(r + X )q
1 1 p r
2 w( X )
| p X ( x0 ) pNB ( x0 ) | min ,
p
p
x0 rq
+ (1 p X (0))

and if

rq
p

rq

p

(1.6)

= , then

1 1 p r
(r + X )q
2 w( X )
| p X ( x0 ) pNB ( x0 ) | min ,
p
p
x0 rq

(1.7)

For r 1 , [4] showed that

1 p r (r + X )q
1
2 w( X )
| p X ( x0 ) pNB ( x0 ) | min ,
p
(
1)
x
r
x
q
p
+

0
0

+ (1 p X (0))

and if

rq
p

rq

p

(1.8)

= , then

1
1 p r
(r + X )q
| p X ( x0 ) pNB ( x0 ) | min ,
2 w( X ) . (1.9)
p
p
x0 (r + x0 1)q
Consider the bounds in (1.2)(1.9), it is seen that if the mean E ( NB) =
rq
p

= , then the bounds in (1.3), (1.5), (1.7) and (1.9) are sharper than those

reported in (1,2), (1.4), (1.6) and (1.8), respectively. For x0 S ( X ), if

A = {0,..., x0 }, then the result in (1.3) can be expressed in the following form
d K ( X , NB )

p(1 p r ) (r + X )q
E
w( X ) ,
rq
p

(1.10)

where d K ( X , NB ) = sup P ( X x0 ) P( NB x0 ) is the Kolmogorov distance

x0 0

between the cumulative distribution functions of X and NB. In this paper, we are

2834

K. Jaioun and K. Teerapabolarn

interested to improve the bound in (1.10) to be more appropriate for measuring the
accuracy of this approximation when E ( NB) = rqp = .
The tools for giving our main result are consist of Steins method and
w-functions, which are utilized to provide the desired result as mentioned in
Section 2. In Section 3, we use Steins method and w-functions to yield a new
result of the approximation. In Section 4, we give two examples to illustrate
applications of the result. Conclusion of this study is presented in the last section.

2 Method
The methodology in this study consists of Steins method and w-functions. For
w-functions, Cacoullos and Papathanasiou [2] defined a function w associated
with the non-negative integer-valued random variable X in the relation
w( x ) p X ( x ) =

( i ) p X (i), x S ( X )
2

(2.1)

i =0

and Majsnerowska [3] expressed the relation (11) as the form

1
w(0) = 2 , w( x ) = 2

2 w( x 1) p X ( x 1)
x , x S ( X ) {0},
+
p X ( x)

(2.2)

where w( x) 0 and p X ( x ) > 0 for every x S ( X ) . The next relation is an

important property for obtaining the main result, which was started by [2].
If a non-negative integer-valued random variable X is defined as in Section 1,
then
E [ ( X ) f ( X ) ] = 2 E[ w( X )f ( X )],
for any function

f : ` {0} \ for which

(2.3)

E w( X )f ( X ) < , where

f ( x ) = f ( x + 1) f ( x) and E[w(X)]=1.
For Steins method, Stein [5] introduced a powerful and general method for
bounding the error in the normal approximation. This method was developed and
applied in the setting of the negative binomial approximation by Brown and
Phillips [1]. Steins equation for the negative binomial distribution with
parameters r > 0 and p = 1 q (0,1) is, for given h, of the form
h ( x ) r , p ( h ) = (1 p )( r + x ) f ( x + 1) xf ( x ),

where r , p (h) = h(k )

k =0

(r + k ) r k
p q and f and h are bounded real-valued
k ! ( r )

(2.4)

A uniform bound on negative binomial approximation with wfunctions

2835

functions defined on ` {0} . For A ` {0} , let hA : ` {0} \ be

defined by
1 if x A
hA ( x ) =
0 if x A.

(2.5)

Following [1] and [8] and writing Cx = {0,..., x} , the solution f A of (14) can be
written as
x ! ( r )

r , p (hAC ) r , p (hA )r , p (hC ) if x 1,

x 1
x 1
f A ( x) = (r + x) xp r q x

0
if x = 0.

(2.6)

Note that, it follows from [1] that

f A = f Ac ,

(2.7)

where Ac is the complement of A. For x0 ` {0} and hx0 = h{ x0 } , by

following (2.6) the solution f x0 = f{ x0 } is of the form
x !(r )

(h )r , p (hCx 1 ) if x x0 ,

r x r , p x0
(
r
x
)
xp
q

x !(r )
f x0 ( x) =
(h )r , p (1 hCx 1 ) if x > x0 ,
r x r , p x0
r
x
xp
q
(
)

0
if x = 0.

(2.8)

Moreover, it follows from [1] that

< 0 if x0 > x,
f x0 ( x) = f x0 ( x + 1) f x0 ( x)
> 0 if x0 = x.

(2.9)

For A = C x0 , x0 ` {0} , the solution fC x of (2.4) can be written as

0

x !(r )

)r , p (1 hC x ) if x x0 ,
(h

r x r , p C x 1
0
(
r
x
)
xp
q

x !(r )
fC x ( x) =
(h )r , p (1 hC x 1 ) if x > x0 ,
r x r , p C x0
0
(r + x) xp q

0
if x = 0.

(2.10)

The following lemma gives a uniform bound for f x , which is also need for
proving the desired result.

2836

K. Jaioun and K. Teerapabolarn

Lemma 2.1. Let x ` , then the following inequality holds:

f x ( x )

1 p r +1
.
( r + 1) q

(2.11)

Proof. [1] showed that f x to be a decreasing function in x ` . From which, it

follows that f x ( x) f x ( x + 1) > 0 for every x ` . Therefore, we obtain
f x ( x ) f1 (1) =
=

r
r
r

1
(r + k ) p r q k
r 1 p rp q + ( r + 1) p q
+
p
=
k ! ( r )
( r + 1) q k = 2
( r + 1) q

1 p r +1
,
( r + 1) q

which implies that (2.11) holds.

Lemma 2.2. For x0 ` {0} and x ` , then we have the following:
1 p r +1
0
( r + 1)q
x0 , x
1
2. sup f C x ( x ) for r = 1 .
0
2
x0 , x

1. sup fC x ( x )

(2.12)
(2.13)

Proof. 1. With Lemma 2.1, (2.7) and (2.9), we have that

1 p r +1
1 p r +1
f x ( x) f k ( x) = fCx ( x) f{ x}c ( x) = f x ( x)
.
0
( r + 1) q
( r + 1) q
kC x
0

Hence, the inequality (2.12) is obtained.

2. It is directly obtained from [6].

3 Main result
The following theorem presents a new uniform bound for the Kolmogorov
distance between the cumulative distribution function of the non-negative
integer-valued random variable X and an appropriate negative binomial
cumulative distribution function with parameters r and p.
Theorem 3.1. With the above definitions, let

rq
p

= , then we have the following

inequality.
d K ( X , NB)

p(1 p r +1 ) (r + X )q
E
2 w( X ) .
(r + 1)q
p

(3.1)

A uniform bound on negative binomial approximation with wfunctions

Proof. For x0 S ( X ) , replacing h by hCx

2837

and x by X and taking the

expectation in (2.4), yields

P ( X x0 ) P( NB x0 ) = E [ q(r + X ) f ( X + 1) Xf ( X )] ,

(3.2)

where f = fCx is defined in (2.10). Let ( X ) = E [ q(r + X ) f ( X + 1) Xf ( X )]

0

then we obtain

( X ) = E [ rqf ( X + 1) + qXf ( X + 1) Xf ( X )]
= rqE [ f ( X +1)] + qE [ X f ( X )] pE [ Xf ( X )]

= rqE [ f ( X + 1) ] + qE [ X f ( X ) ] p { E[( X ) f ( X )] + E [ f ( X ) ]}

= rqE [ f ( X )] + qE [ X f ( X )] + (rq p)E[ f ( X )] pE[( X ) f ( X )]

= rqE [ f ( X )] + qE [ X f ( X )] pE[( X ) f ( X )].

(3.3)

Since, E[ w( X )] = 1 and E w( X )f ( X ) = E w( X ) f ( X ) < . Then by (2.3), (2.4)

and (3.3), we have that
d K ( X , NB ) = rqE [ f ( X ) ] + qE [ X f ( X ) ] p 2 E[ w( X )f ( X )]

E (r + X )q p 2 w( X ) f ( X )

sup f ( x) E (r + X )q p 2 w( X )
x0 , x

p(1 p r +1 ) (r + X )q
E
2 w( X )
(r + 1)q
p

(by (2.12)).

Hence, we have the inequality (3.1).

Corollary 3.1. If

(r + X )q
p

d K ( X , NB)

2 w( X ) / < 0 for every x S ( X ) and

p(1 p r +1 ) (r + )q
2 .
(r + 1)q
p

rq
p

= , then
(3.4)

In the case of r = 1 , a new uniform bound on the geometric approximation

with w-functions by using Lemma 2.2 (2) is as follows.
Corollary 3.2. For geometric approximation, if

q
p

= , then we have the

following:
d K ( X , G)

1
E (r + X )q p 2 w( X )
2

(3.5)

2838

and if

K. Jaioun and K. Teerapabolarn

( X +1) q
p

2 w( X ) / < 0 for every x S ( X ) ,

d K ( X , G)

1
(r + )q p 2 .
2

(3.6)

Corollary 3.3. If p = 1 q (0,1) and r > 0 , then

1 p r +1 1 p r
<
.
(r + 1)q
rq

(3.7)

Proof. Let = rq , then we have that e = 1 + + 2! + 3! +" . Therefore

2

(1 + )e < 1 e + e < 1 e < 1 e .

Because e q = 1 + ( q ) +

( q )2
2!

( q )3
3!

+ " = 1 (1 p ) +

( q )2
2!

(3.8)
+

( q )3
3!

+ ",

p < e q p r < e rq = e .

(3.9)

From (3.8) and (3.9), it follows that

p r < 1 e e < 1 p r p r <

1 pr
rqp r < 1 p r
rq

rqp r (1 p) < q(1 p r ) rqp r rqp r +1 < q qp r

rqp r +1 < q rqp r qp r rq rqp r +1 < rq + q rqp r qp r
rq(1 p

r +1

1 p r +1 1 p r
) < (r + 1)q (1 p )
<
,
(r + 1)q
rq
r

this yields the desired result.

Remark. With Corollary 3.3, it is observed that the bound in the Theorem 3.1 is
sharper than that reported in (1.10).

4 Examples
This section gives applications for the negative binomial approximation to the beta
binomial and beta negative binomial distributions.
Example 4.1. An application to the beta binomial distribution
Let us consider the binomial distribution with parameters n and p, if p is a
random variable that has a beta distribution with shape parameters > 0 and
> 0 , then the distribution is called the beta binomial distribution with
parameters n , and . Let the beta binomial random variable X have
probabilities

A uniform bound on negative binomial approximation with wfunctions

2839

n ( + x)( + n x)( + )
, x = 0,1,..., n,
pX ( x ) =
( + + n)( )( )
x

and have mean = n+ and variance 2 =

in (2.2), we have w( x) =
Theorem 3.1, then

( + x )( n x )

( + ) 2

( + x ) q
p

n ( + + n )

( + )2 ( + +1)

. Following the relation

. Putting p = +++ n and r = to the result in

2 w( x) = (++x) x 0 for all 0 x n . Applying the

Corollaries 3.1 and 3.2, the following corollary is as follows.

Corollary 4.1. If r = and p = +++ n , then we have the following:

d K ( X , NB )

(1 p +1 )
,
( + + 1) p

and for r = 1 ,
d K ( X , G)

n
.
( + 1)( + 2)

The result gives a good approximation when is large and n and are
small. Therefore, the negative binomial distribution with parameters and
+
+ +n

can be used as an approximation of the beta binomial distribution with

parameters n , and when is large and n and are both small.

Example 4.2. An application to the beta negative binomial distribution
It is well-known that the beta-negative binomial distribution is a negative
binomial distribution whose probability of success parameter p follows a beta
distribution with shape parameters > 0 and > 0 . Let X be the beta negative
binomial random variable with probability mass function

p X ( x) =

(r + )( x + )(r + x)( + )
, x = 0,1,...,
(r + x + + )(r )( x + 1)( )( )

where , , r \ + . The mean and variance of X are = r 1

and

2 = r ( r + 1)( + 2 1) , respectively. Following the relation in (2.2), we have

( 2)( 1)

w( x) =
(r + x)q
p

( r + x )( + x )

( 1) 2

. Setting p = + 11 to the result in Theorem 3.1, then

2 w( x) = ( r+x1) x 0 for all x 0 . Using the Corollaries 3.1 and 3.2, the

following corollary is as follows.

2840

K. Jaioun and K. Teerapabolarn

Corollary 4.2. If p = + 11 , then we have the following:

d K ( X , NB )
and for r = 1 ,
d K ( X , G)

r (1 p r +1 )
,
( 2) p

.
( 1)( 2)

The result gives a good approximation when is large and r and are
small. Therefore, the negative binomial distribution with parameters r and
1
can be used as an approximation of the beta negative binomial distribution
+ 1
with parameters , and r when is large and r and are both small.

5 Conclusion
In this study, a uniform bound for the Kolmogorov distance between the
cumulative distribution function of a non-negative integer-valued random variable
and an appropriate negative binomial cumulative distribution function with
parameters r and p was obtained by using Steins method and w-functions, where
rq
= . The main result gives a good negative binomial approximation when the
p
uniform bound is small. Furthermore, by theoretical comparison, the uniform
bound in the present study is sharper than that presented in (1.10).

References
[1] T. C. Brown, M. J. Phillips, Negative binomial approximation with Steins
method, Methodology and Computing in Applied Probability, 1 (1999), 407-421.
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[2] T. Cacoullos, V. Papathanasiou, Characterization of distributions by variance
bounds, Statistics & Probability Letters, 7 (1989), 351-356.
http://dx.doi.org/10.1016/0167-7152(89)90050-3
[3] M. Majsnerowska, A note on Poisson approximation by w-functions,
Applicationes Mathematic, 25 (1998), 387-392.
[4] P. Malingam, K. Teerapabolarn, A pointwise negative binomial
approximation by w-functions, International journal of pure and applied
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A uniform bound on negative binomial approximation with wfunctions

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[6] K. Teerapabolarn, An improved bound on geometric approximation by
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[7] K. Teerapabolarn, An improvement of pointwise negative binomial
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[8] K. Teerapabolarn, A. Boondirek, Negative Binomial Approximation with
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Received: March 8, 2015; Published: April 12, 2015