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The density ratio of Poisson binomial versus Poisson distributions
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2020-10-01 , DOI: 10.1016/j.spl.2020.108862
Lutz Dümbgen , Jon A. Wellner

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 $\lambda$.

中文翻译:

泊松二项式与泊松分布的密度比

设 $b(x)$ 是参数为 $p_1, p_2, p_3, \ldots \in [0,1)$ 的独立伯努利随机变量之和等于 $x$ 的概率,其中 $\lambda := p_1 + p_2 + p_3 + \cdots$ 是有限的。我们证明了最大比值 $b(x)/\pi_\lambda(x)$ 的两个不等式,其中 $\pi_\lambda$ 是参数为 $\lambda$ 的泊松分布的权重函数。
更新日期:2020-10-01
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