English

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 χ2\chi^2 distance between Poisson distribution and a sum of independent indicators. Earlier results concerning χ2\chi^2 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 χ2\chi^2 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

R2 v1 2026-06-24T05:51:59.933Z