Stein-chen Method for Poisson Approximation
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منابع مشابه
Poisson Approximation and the Chen-Stein Method
The Chen-Stein method of Poisson approximation is a powerful tool for computing an error bound when approximating probabilities using the Poisson distribution. In many cases, this bound may be given in terms of first and second moments alone. We present a background of the method and state some fundamental Poisson approximation theorems. The body of this paper is an illustration, through varied...
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We give an overview of the Stein{Chen method for establishing Poisson approximations of various random variables. Couplings of certain variables are used to gives explicit bounds for the total variation distance between the distribution of a random variable and a Poisson variable. Some applications are given. In some cases, explicit couplings may be used to obtain good estimates; in other appli...
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The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random variable with the same mean are derived via the Chen-Stein method. The second part of this work derives new lower bounds on the total variat...
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