Poisson approximation in $\chi^2$ distance by Chen-Stein approach

Vytas Zacharovas

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arXiv · 2109.04982

Poisson approximation in $\chi^2$ distance by Chen-Stein approach

Vytas Zacharovas

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Abstract

The main purpose of the paper is to investigate the possibility of applying Chen-Stein approach to estimate the $\chi^2$ distance between Poisson distribution and a sum of independent indicators. Earlier results concerning $\chi^2$ distance between above mentioned distributions either used analytical approach heavily based on the analysis of the generating functions or on rather lengthy and complicated elementary calculations. Applying Chen-Stein approach we succeed in providing a very quick proof of upper bounds for $\chi^2$ distance that are of comparable strength to the earlier estimates obtained by other approaches.

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Vytas Zacharovas. 2021-09-10. Poisson approximation in $\chi^2$ distance by Chen-Stein approach. https://arxiv.org/abs/2109.04982

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