The density ratio of Poisson binomial versus Poisson distributions
Statistics Theory
2020-07-24 v4 Statistics Theory
Abstract
Let be the probability that a sum of independent Bernoulli random variables with parameters equals , where is finite. We prove two inequalities for the maximal ratio , where is the weight function of the Poisson distribution with parameter .
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}
}