The Kearns--Saul inequality for Bernoulli and Poisson-binomial distributions
Probability
2015-05-19 v1
Abstract
We give a direct rigorous proof of the Kearns--Saul inequality which bounds the Laplace transform of a generalised Bernoulli random variable. We extend the arguments to generalised Poisson-binomial distributions and characterise the set of parameters such that an analogous inequality holds for the sum of two generalised Bernoulli random variables.
Keywords
Cite
@article{arxiv.1405.4496,
title = {The Kearns--Saul inequality for Bernoulli and Poisson-binomial distributions},
author = {Eckhard Schlemm},
journal= {arXiv preprint arXiv:1405.4496},
year = {2015}
}
Comments
11 pages, 3 figures; to appear in Journal of Theoretical Probability