BINOMIAL APPROXIMATION TO THE POISSON BINOMIAL-DISTRIBUTION

被引：67
|
作者：
EHM, W
机构：
[1] Institut für Angewandte Mathematik, Universität Heidelberg, W-6900 Heidelberg
来源：
STATISTICS & PROBABILITY LETTERS | 1991年 / 11卷 / 01期
关键词：
POISSON BINOMIAL DISTRIBUTION; BINOMIAL APPROXIMATION; TOTAL VARIATION; HYPERGEOMETRIC DISTRIBUTION;
D O I：
10.1016/0167-7152(91)90170-V
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Upper and lower bounds are given for the total variation distance between the distribution of a sum S of n independent, non-identically distributed 0-1 random variables and the binomial distribution B(n, p) having the same expectation as S. The proof uses the Stein-Chen technique. Equivalence of the total variation and the Kolmogorov distance is established, and an application to sampling with and without replacement is presented.
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页码：7 / 16
页数：10
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