English

The density ratio of Poisson binomial versus Poisson distributions

Statistics Theory 2020-07-24 v4 Statistics Theory

Abstract

Let b(x)b(x) be the probability that a sum of independent Bernoulli random variables with parameters p1,p2,p3,[0,1)p_1, p_2, p_3, \ldots \in [0,1) equals xx, where λ:=p1+p2+p3+\lambda := p_1 + p_2 + p_3 + \cdots is finite. We prove two inequalities for the maximal ratio b(x)/πλ(x)b(x)/\pi_\lambda(x), where πλ\pi_\lambda is the weight function of the Poisson distribution with parameter λ\lambda.

Keywords

Cite

@article{arxiv.1910.03444,
  title  = {The density ratio of Poisson binomial versus Poisson distributions},
  author = {Lutz Duembgen and Jon A. Wellner},
  journal= {arXiv preprint arXiv:1910.03444},
  year   = {2020}
}