Binomial approximation to the Poisson binomial distribution

Werner Ehm

Statistics & Probability Letters, 1991, vol. 11, issue 1, 7-16

Abstract: Upper and lower bounds are given for the total variation distance between the distribution of a sum S of n independent, non-identically distributed 0-1 random variables and the binomial distribution (n, p) having the same expectation as S. The proof uses the Stein--Chen technique. Equivalence of the total variation and the Kolmogorov distance is established, and an application to sampling with and without replacement is presented.

Keywords: Poisson; binomial; distribution; binomial; approximation; total; variation; hypergeometric; distribution (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (13)

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