Abstract. In this article, we propose a generalization of Stein's identity for discrete distributions, which is an extension of the identity in Sudheesh Kumar [#!SK!#]. For applications, we give two results of the Poisson and binomial approximations via Stein's method and the two corresponding Stein's identities.

Received: November 5, 2012

AMS Subject Classification: 62E10, 62E17

Key Words and Phrases: binomial approximation, Poisson approximation, Stein's identity, Stein's method

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