Local limit theorems for Poisson's binomial in the case of infinite limiting expectation

Authors Italo Simonelli, Lucia D. Simonelli

Publication date 8 February 2021

Full work available at URL https://arxiv.org/abs/1803.04153

Poisson distribution weak convergence infinite expectation local limit teorem

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Abstract: Let

V_{n} = X_{1, n} + X_{2, n} + c d o t s + X_{n, n}

where

X_{i, n}

are Bernoulli random variables which take the value

1

with probability

b (i; n)

. Let

l a m b d a_{n} = s u m l i m i t s_{i = 1}^{n} b (i; n)

,

l a m b d a = l i m l i m i t s_{n o i n f t y} l a m b d a_{n},

and

m_{n} = m a x l i m i t s_{1 l e q i l e q n} b (i; n)

. We derive asymptotic results for

P (V_{n} = k)

that hold without assuming that

l a m b d a < + i n f t y

or

m_{n} o 0

. Also, we do not assume

k

to be fixed, but instead, our results hold uniformly for all

k

which satisfy particular growth conditions with respect to

n

. These results extend known Poisson local limit theorems to the case when

l a m b d a = + i n f t y

. While our results apply to triangular arrays, without the assumption that (m_n o 0) they continue to hold for sums of Bernoulli random variables. In this setting, our growth conditions cover a range of values for

k

not centered at

l a m b d a_{n}

, thus complementing known local limit theorems based on approximation by the normal distribution. In addition, we show that our local limit theorems apply to a scheme of dependent random variables introduced in the work of Sevast'yanov.

Recommendations

Cited in

(2)

This page was built for publication: Local limit theorems for Poisson's binomial in the case of infinite limiting expectation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5149809)