Poisson approximation in $\chi^2$ distance by Chen-Stein approach
Probability
2021-09-13 v1
Abstract
The main purpose of the paper is to investigate the possibility of applying Chen-Stein approach to estimate the distance between Poisson distribution and a sum of independent indicators. Earlier results concerning distance between above mentioned distributions either used analytical approach heavily based on the analysis of the generating functions or on rather lengthy and complicated elementary calculations. Applying Chen-Stein approach we succeed in providing a very quick proof of upper bounds for distance that are of comparable strength to the earlier estimates obtained by other approaches.
Keywords
Cite
@article{arxiv.2109.04982,
title = {Poisson approximation in $\chi^2$ distance by Chen-Stein approach},
author = {Vytas Zacharovas},
journal= {arXiv preprint arXiv:2109.04982},
year = {2021}
}
Comments
15 pages