Abstract:
Let ξ=∑ni1,…,ir=1fi1,…,ir=1(ζi1,…,ir=1) where ζ1,…,ζn are independent random variables and the fi1,…,ir=1 are functions (e.g., taking the values 0 and 1). For cases when “almost all” the summands forming ξ are equal to 0 with a probability close to 1, estimates from above and below are obtained for the quantity P{ξ=0}, as well as upper estimates for the distance in variation between the distribution ξ, and the distribution of the “approximating” sum of independent random variables.
Citation:
A. M. Zubkov, “Inequalities for the distribution of a sum of functions of independent random variables”, Mat. Zametki, 22:5 (1977), 745–758; Math. Notes, 22:5 (1977), 906–914