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NORMAL APPROXIMATION FOR MIXTURES OF NORMAL DISTRIBUTIONS AND THE EVOLUTION OF PHENOTYPIC TRAITS
Linköping University, Department of Computer and Information Science, The Division of Statistics and Machine Learning. Linköping University, Faculty of Arts and Sciences.ORCID iD: 0000-0002-5816-4345
Linköping University, Department of Mathematics, Applied Mathematics. Linköping University, Faculty of Science & Engineering.
2021 (English)In: Advances in Applied Probability, ISSN 0001-8678, E-ISSN 1475-6064, Vol. 53, no 1, p. 162-188Article in journal (Refereed) Published
Abstract [en]

Explicit bounds are given for the Kolmogorov andWasserstein distances between a mixture of normal distributions, by which we mean that the conditional distribution given some sigma-algebra is normal, and a normal distribution with properly chosen parameter values. The bounds depend only on the first two moments of the first two conditional moments given the sigma-algebra. The proof is based on Steins method. As an application, we consider the Yule-Ornstein-Uhlenbeck model, used in the field of phylogenetic comparative methods. We obtain bounds for both distances between the distribution of the average value of a phenotypic trait over n related species, and a normal distribution. The bounds imply and extend earlier limit theorems by Bartoszek and Sagitov.

Place, publisher, year, edition, pages
APPLIED PROBABILITY TRUST , 2021. Vol. 53, no 1, p. 162-188
Keywords [en]
Mixture of normal distributions; normal approximation; Kolmogorov distance; Steins method; phylogenetic tree; phenotypic trait; Yule process; Ornstein-Uhlenbeck process; jumps
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-174973DOI: 10.1017/apr.2020.53ISI: 000629920200007OAI: oai:DiVA.org:liu-174973DiVA, id: diva2:1544075
Note

Funding Agencies|Swedish Research Council (Vetenskapsradet)Swedish Research Council [2017-04951]

Available from: 2021-04-14 Created: 2021-04-14 Last updated: 2021-04-14Bibliographically approved

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Bartoszek, KrzysztofErhardsson, Torkel
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