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Sibirskii Matematicheskii Zhurnal, 2008, Volume 49, Number 1, Pages 8–22
(Mi smj1819)
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This article is cited in 14 scientific papers (total in 14 papers)
Accuracy of approximation in the Poisson theorem in terms of the $\chi^2$-distance
I. S. Borisova, I. S. Vorozheikinb a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
b Novosibirsk State University
Abstract:
We study the limit behavior of the $\chi^2$-distance between the distributions of the $n$th partial sum of independent not necessarily identically distributed Bernoulli random variables and the accompanying Poisson law. As a consequence in the i.i.d. case we make the multiplicative constant preciser in the available upper bound for the rate of convergence in the Poisson limit theorem.
Keywords:
generalized binomial distribution, binomial distribution, Poisson distribution, Poisson theorem, Kulback–Leibler distance, total variation distance, $\chi^2$-distance.
Received: 18.06.2006 Revised: 25.07.2007
Citation:
I. S. Borisov, I. S. Vorozheikin, “Accuracy of approximation in the Poisson theorem in terms of the $\chi^2$-distance”, Sibirsk. Mat. Zh., 49:1 (2008), 8–22; Siberian Math. J., 49:1 (2008), 5–17
Linking options:
https://www.mathnet.ru/eng/smj1819 https://www.mathnet.ru/eng/smj/v49/i1/p8
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