Poisson Approximation for Dependent Trials
Chen, Louis H. Y.
Ann. Probab., Tome 3 (1975) no. 6, p. 534-545 / Harvested from Project Euclid
Let $X_1, \cdots, X_n$ be an arbitrary sequence of dependent Bernoulli random variables with $P(X_i = 1) = 1 - P(X_i = 0) = p_i.$ This paper establishes a general method of obtaining and bounding the error in approximating the distribution of $\sum^n_{i=1} X_i$ by the Poisson distribution. A few approximation theorems are proved under the mixing condition of Ibragimov (1959), (1962). One of them yields, as a special case and with some improvement, an approximation theorem of Le Cam (1960) for the Poisson binomial distribution. The possibility of an asymptotic expansion is also discussed and a refinement in the independent case obtained. The method is similar to that of Charles Stein (1970) in his paper on the normal approximation for dependent random variables.
Publié le : 1975-06-14
Classification:  Poisson approximation,  rates of convergence,  dependent trials,  60F05,  62E20,  60G99
@article{1176996359,
     author = {Chen, Louis H. Y.},
     title = {Poisson Approximation for Dependent Trials},
     journal = {Ann. Probab.},
     volume = {3},
     number = {6},
     year = {1975},
     pages = { 534-545},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996359}
}
Chen, Louis H. Y. Poisson Approximation for Dependent Trials. Ann. Probab., Tome 3 (1975) no. 6, pp.  534-545. http://gdmltest.u-ga.fr/item/1176996359/