Rate of convergence to Poisson law in terms of information divergence

  • Authors:
  • P. Harremoes;P. S. Ruzankin

  • Affiliations:
  • Dept. of Math., Copenhagen Univ., Denmark;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

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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.