Abstract
The Poisson-binomial distribution is approximated by a Poisson law with respect to a new multi-metric (difference metric) unifying a broad class of probability metrics between discrete distributions. The accompanying non-metric situation is also considered leading to moderate- and large-deviation results. Using the Charlier B expansion and Fourier arguments, sharp bounds and asymptotic relations are given.
Citation
Bero Roos. "Asymptotics and sharp bounds in the Poisson approximation to the Poisson-binomial distribution." Bernoulli 5 (6) 1021 - 1034, dec 1999.
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