We present sharp bounds on the supremum norm of D j Sh for j ≥ 2, where D is the differential operator and S the Stein operator for the standard normal distribution. The same method is used to give analogous bounds for the exponential, Poisson and geometric distributions, with D replaced by the forward difference operator in the discrete case. We also… (More)
In this note we show how the properties of association and negative association can be combined with Stein's method for compound Poisson approximation. Applications include k–runs in iid Bernoulli trials, an urn model with urns of limited capacity and extremes of random variables.