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

zbMATH Open1474.60058arXiv1803.04153MaRDI QIDQ5149809FDOQ5149809

Authors: Italo Simonelli, Lucia D. Simonelli 

Publication date: 8 February 2021

Abstract: Let $V_n=X_{1,n}+X_{2,n}+cdots+X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $lambd{a}_n=sumlimit{s}_{i=1}^{n}b(i;n)$, $lambda=limlimit{s}_{noinfty}lambd{a}_n,$ and $m_n=maxlimit{s}_{1leqileqn}b(i;n)$. We derive asymptotic results for $P(V_n=k)$ that hold without assuming that $lambda<+infty$ or $m_{n}o0$. 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 $lambda=+infty$. 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 $lambd{a}_n$, 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.

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

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zbMATH Keywords

Poisson distributionweak convergenceinfinite expectationlocal limit teorem

Mathematics Subject Classification ID

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

Cited In (2)

• Title not available (Why is that?)
• Limit theorems for randomized binomial, Poisson and gamma distributions with increasing parameters

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