An approximate zero bias transformation for random sums: Applications to sampling with outliers, auto insurance, and generative AI

📅 2026-08-27
📈 Citations: 0
Influential: 0
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🤖 AI Summary
本文通过一种新的近似零偏移变换方法,为随机和与标准正态变量之间的差异提供了L^1界,并应用于采样异常值、汽车保险及生成式AI领域。
📝 Abstract
We develop $L^1$ bounds for the difference between a test function of a random sum and a standard normal random variable, where the summands are assumed to be independent but not necessarily identically distributed. The bounds are obtained through a new version of the approximate zero bias transformation specifically developed for random sums. Although the identical distribution assumption is relaxed, the bounds are of order $1/\sqrt{n}$, matching the order of existing bounds in the literature under the same distributional assumption on the number of summands. The main results are then applied to three real-world settings: random sums obtained from simple random sampling with outliers, total insurance claims, and generative AI response times.
Problem

Research questions and friction points this paper is trying to address.

random sums
approximate zero bias transformation
independent but not identically distributed
L^1 bounds
standard normal random variable
Innovation

Methods, ideas, or system contributions that make the work stand out.

approximate zero bias transformation
random sums
L^1 bounds
non-identically distributed
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W
Wasamon Jantai
Department of Mathematics and Computer Science, Chulalongkorn University, Bangkok, Thailand.
N
Nathakhun Wiroonsri
Department of Mathematics, King Mongkut’s University of Technology Thonburi, Bangkok, Thailand.