Title :
Improved lower bounds on the total variation distance and relative entropy for the Poisson approximation
Author_Institution :
Dept. of Electr. Eng., Technion - Israel Inst. of Technol., Haifa, Israel
Abstract :
New lower bounds on the total variation distance between the distribution of a sum of independent Bernoulli random variables and the Poisson random variable (with the same mean) are derived via the Chen-Stein method. Corresponding lower bounds on the relative entropy are derived, based on the lower bounds on the total variation distance and an existing distribution-dependent refinement of Pinsker´s inequality. Two uses of these bounds are finally outlined. The full version for this shortened paper is available at http://arxiv.org/abs/1206.6811.
Keywords :
Poisson distribution; approximation theory; entropy; Chen-Stein method; Pinsker inequality; Poisson approximation; Poisson random variable; distribution-dependent refinement; http://arxiv.org/abs/1206.6811; independent Bernoulli random variables; lower bounds; relative entropy; total variation distance; Approximation methods; Digital TV; Entropy; Information theory; Probability distribution; Random variables; Upper bound; Chen-Stein method; Poisson approximation; relative entropy; total variation distance;
Conference_Titel :
Information Theory and Applications Workshop (ITA), 2013
Conference_Location :
San Diego, CA
Print_ISBN :
978-1-4673-4648-1
DOI :
10.1109/ITA.2013.6502974