Bounding distributional errors via density ratios

نویسندگان

چکیده

We present some new and explicit error bounds for the approximation of distributions. The is quantified by maximal density ratio distribution $Q$ to be approximated its proxy $P$. This non-symmetric measure more informative than implies total variation distance. Explicit problems include, among others, hypergeometric binomial distributions, Poisson beta gamma In many cases we provide both upper (matching) lower bounds.

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ژورنال

عنوان ژورنال: Bernoulli

سال: 2021

ISSN: ['1573-9759', '1350-7265']

DOI: https://doi.org/10.3150/20-bej1256