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The density ratio of Poisson binomial versus Poisson distributions

Authors :
Duembgen, Lutz
Wellner, Jon A.
Publication Year :
2019

Abstract

Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the maximal ratio $b(x)/\pi_\lambda(x)$, where $\pi_\lambda$ is the weight function of the Poisson distribution with parameter $\lambda$.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1910.03444
Document Type :
Working Paper
Full Text :
https://doi.org/10.1016/j.spl.2020.108862