Asymptotics and sharp bounds in the Poisson approximation to the Poisson-binomial distribution (Q1962613)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics and sharp bounds in the Poisson approximation to the Poisson-binomial distribution |
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Asymptotics and sharp bounds in the Poisson approximation to the Poisson-binomial distribution (English)
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4 January 2001
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The aim of the paper is to approximate the Poisson-binomial distribution by a Poisson law with respect to a new multi-metric (difference metric) that unifies a broad class of probability metrics between discrete distributions. Using the Charlier B expansion and Fourier arguments, sharp bounds and asymptotic properties are obtained. Further, the accompanying non-metric situation is investigated, leading to moderate- and large-deviation results.
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Charlier B expansion
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large deviations
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moderate deviations
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Poisson approximation
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Poisson-binomial distribution
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probability metrics
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