1. Explicit constants in the nonuniform local limit theorem for Poisson binomial random variables.
- Author
-
Auld, Graeme and Neammanee, Kritsana
- Subjects
- *
BINOMIAL theorem , *LIMIT theorems , *RANDOM variables , *POISSON'S equation , *PROBABILITY theory - Abstract
In a recent paper the authors proved a nonuniform local limit theorem concerning normal approximation of the point probabilities P (S = k) when S = ∑ i = 1 n X i and X 1 , X 2 , ... , X n are independent Bernoulli random variables that may have different success probabilities. However, their main result contained an undetermined constant, somewhat limiting its applicability. In this paper we give a nonuniform bound in the same setting but with explicit constants. Our proof uses Stein's method and, in particular, the K-function and concentration inequality approaches. We also prove a new uniform local limit theorem for Poisson binomial random variables that is used to help simplify the proof in the nonuniform case. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF