Probability problems connected with a certain integrodifferential inequality

The variational distance between two d.f. \(F_ 1\) and \(F_ 2\) on \({\mathbb{R}}\) is defined by \[ \rho (F_ 1,F_ 2):=\sup_{A\in {\mathcal B}({\mathbb{R}})}| F_ 1(A)-F_ 2(A)|, \] where \({\mathcal B}({\mathbb{R}})\) is the Borel-\(\sigma\)-algebra on \({\mathbb{R}}\). Under certain moment conditions on the d.f. F, the author gives bounds for \(\rho\) (F,\(\phi\)) and \(\rho (F,\pi_{\lambda})\), where \(\phi\) is the standard-normal distribution and \(\pi_{\lambda}\) is the Poisson distribution with parameter \(\lambda\).

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