Binomial approximation to the Poisson binomial distribution: The Krawtchouk expansion

被引:37
|
作者
Roos, B [1 ]
机构
[1] Univ Hamburg, Inst Math Stochast, D-20146 Hamburg, Germany
关键词
binomial approximation; Poisson binomial distribution; Krawtchouk expansion; signed measures; total variation distance; point metric;
D O I
10.1137/S0040585X9797821X
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
The Poisson binomial distribution is approximated by a binomial distribution and also by finite signed measures resulting from the corresponding Krawtchouk expansion. Bounds and asymptotic relations for the total variation distance and the point metric are given.
引用
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页码:258 / 272
页数:15
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