• DocumentCode
    1085854
  • Title

    Rate of convergence to Poisson law in terms of information divergence

  • Author

    Harremoës, Peter ; Ruzankin, Pavel S.

  • Author_Institution
    Dept. of Math., Copenhagen Univ., Denmark
  • Volume
    50
  • Issue
    9
  • fYear
    2004
  • Firstpage
    2145
  • Lastpage
    2149
  • Abstract
    The precise bounds on the information divergence from a binomial distribution to the accompanying Poisson law are obtained. As a corollary, an upper bound for the total variation distance between the distributions is established, which in a large range of change of the parameters of the distributions is better than those already known.
  • Keywords
    Poisson distribution; binomial distribution; entropy; Kull-back-Leibler divergence; Poisson approximation; Poisson law; Stirling number; binomial distribution; information divergence; Convergence; Councils; Entropy; Mathematics; Maximum likelihood estimation; Testing; Upper bound; Binomial distribution; Kullback–Leibler divergence; Poisson approximation; Stirling numbers; information divergence;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2004.833364
  • Filename
    1327815