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JOURNALS // Sibirskii Matematicheskii Zhurnal // Archive

Sibirsk. Mat. Zh., 2008 Volume 49, Number 1, Pages 8–22 (Mi smj1819)

This article is cited 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.

UDC: 519.21

Received: 18.06.2006
Revised: 25.07.2007


 English version:
Siberian Mathematical Journal, 2008, 49:1, 5–17

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