The density ratio of Poisson binomial versus Poisson distributions

Lutz Dümbgen and Jon A. Wellner

Statistics & Probability Letters, 2020, vol. 165, issue C

Abstract: Let b(x) be the probability that a sum of independent Bernoulli random variables with parameters p1,p2,p3,…∈[0,1) equals x, where λ≔p1+p2+p3+⋯ is finite. We prove two inequalities for the maximum of the density ratio b(x)∕πλ(x), where πλ is the probability mass function of the Poisson distribution with parameter λ.

Keywords: Poisson approximation; Relative errors; Total variation distance (search for similar items in EconPapers)
Date: 2020
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715220301656
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301656

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2020.108862

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().