On sum of 0-1 random variables. I. Univariate case (Q1089665)
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English | On sum of 0-1 random variables. I. Univariate case |
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On sum of 0-1 random variables. I. Univariate case (English)
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1987
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This article deals with the exact distribution of \(S_ n=X_ 1+...+X_ n\) where \(X_ 1,...,X_ n\) are 0-1 random variables. Independence or exchangeability is not assumed. The distribution of \(S_ n\) is studied by evaluating the factorial moments and then using the fact that the factorial moments determine the distribution. A binomial approximation of the distribution of \(S_ n\) is obtained through orthogonal expansions in terms of orthogonal polynomials in the category of Krawtchouk polynomials. Poisson and normal type approximations are also obtained by exploiting the factorial moments.
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orthogonal expansions
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orthogonal polynomials
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factorial moments
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