Approximating the number of successes in independent trials: Binomial versus Poisson
Choi, K. P. ; Xia, Aihua
Ann. Appl. Probab., Tome 12 (2002) no. 1, p. 1139-1148 / Harvested from Project Euclid
Let $I_1,I_2,\ldots,I_n$ be independent Bernoulli random variables with $\mathbb{P}(I_i=1)=1-\mathbb{P}(I_i=0) =p_i$, $1\le i\le n$, and $W=\sum_{i=1}^nI_i$, $\lambda=\mathbb{E}W=\sum_{i=1}^np_i$. It~is well known that if~$p_i$'s are the same, then~$W$ follows a~binomial distribution and if~$p_i$'s are small, then the distribution of~$W$, denoted by~$\mathcal{L} W$, can be well approximated by the $\mathop{\mathrm{Poisson}}(\lambda)$. Define $r=\lfloor\lambda\rfloor$, the greatest integer~$\le\lambda$, and set $\delta=\lambda-\lfloor \lambda \rfloor$, and~$\kappa$ be the least integer more than or equal to $\max\{\lambda^2/(r-1-(1+\delta)^2),n\}$. In this paper, we prove that, if $r>1+(1+\delta)^2$, then \[ d_\kappa
Publié le : 2002-11-14
Classification:  Binomial distribution,  Poisson distribution,  total variation metric,  60F05,  60E15
@article{1037125856,
     author = {Choi, K. P. and Xia, Aihua},
     title = {Approximating the number of successes in independent trials: Binomial versus Poisson},
     journal = {Ann. Appl. Probab.},
     volume = {12},
     number = {1},
     year = {2002},
     pages = { 1139-1148},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1037125856}
}
Choi, K. P.; Xia, Aihua. Approximating the number of successes in independent trials: Binomial versus Poisson. Ann. Appl. Probab., Tome 12 (2002) no. 1, pp.  1139-1148. http://gdmltest.u-ga.fr/item/1037125856/