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
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2004.833364
