Binomial approximation to the Poisson binomial distribution: The Krawtchouk expansion

被引：39
作者：
Roos, B [1 ]
机构：
[1] Univ Hamburg, Inst Math Stochast, D-20146 Hamburg, Germany
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2000年 / 45卷 / 02期
关键词：
binomial approximation; Poisson binomial distribution; Krawtchouk expansion; signed measures; total variation distance; point metric;
D O I：
10.1137/S0040585X9797821X
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The Poisson binomial distribution is approximated by a binomial distribution and also by finite signed measures resulting from the corresponding Krawtchouk expansion. Bounds and asymptotic relations for the total variation distance and the point metric are given.
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页码：258 / 272
页数：15
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