Multinomial and Krawtchouk Approximations to the Generalized Multinomial Distribution

DOI10.1137/S0040585X97978750MaRDI QIDQ4328526zbMATH OpenOpenAlexFDO

Authors B. Roos

Publication date 25 April 2002

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97978750

zbMATH Keywords

\(\ell_\infty\)-normgeneralized multinomial distributionmultinomial approximationmultivariate Krawtchouk expansionsigned measurestotal variation norm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)

Review text

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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Cited in

(11)

• Compound binomial approximations
• Compound Poisson approximations in \(\ell_p\)-norm for sums of weakly dependent vectors
• Compound Poisson approximations for symmetric vectors
• Krawtchouk polynomial approximation for binomial convolutions
• On Error Bounds for Approximations to Multivariate Distributions II
• On Bobkov's approximate de Finetti representation via approximation of permanents of complex rectangular matrices
• Closeness of convolutions of probability measures
• Multivariate Hipp-type compound Poisson approximations for lattice distributions. I
• Methods of Poisson approximation
• Multidimensional compound Poisson approximations for symmetric distributions
• An expansion in the exponent for compound binomial approximations

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