Sum of Bernoulli Mixtures: Beyond Conditional Independence

We consider the distribution of the sum of Bernoulli mixtures under a general dependence structure. The level of dependence is measured in terms of a limiting conditional correlation between two of the Bernoulli random variables. The conditioning event is that the mixing random variable is larger th...

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Bibliographic Details
Main Authors: Taehan Bae, Ian Iscoe
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2014/838625
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