Multinomial and Krawtchouk Approximations to the Generalized Multinomial Distribution (Q4328526)
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scientific article; zbMATH DE number 1734178
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| English | Multinomial and Krawtchouk Approximations to the Generalized Multinomial Distribution |
scientific article; zbMATH DE number 1734178 |
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Multinomial and Krawtchouk Approximations to the Generalized Multinomial Distribution (English)
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25 April 2002
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multinomial approximation
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generalized multinomial distribution
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multivariate Krawtchouk expansion
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signed measures
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total variation norm
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\(\ell_\infty\)-norm
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0.9014067
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0.89920217
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0.89344597
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0.88813794
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Let \(S_n\) be a sum of independent but not identically distributed Bernoulli random vectors \(X_1,\dots,X_n\) in \(R^k\). In this paper, the approximation of \({\mathcal L}(S_n)\) by a multinomial distribution is considered, and error bounds provided in both total variation and \(l_\infty\) norms. The bounds improve on those of \textit{W.-L. Loh} [Ann. Appl. Probab. 2, No. 3, 536-554 (1992; Zbl 0759.62007)]. Finer approximations using appropriate signed measures are also derived. The approach is an interesting multivariate extension of the author's paper, Theory Probab. Appl. 45, No. 2, 258-272 (2000; Zbl 0984.62008)].
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