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An extension of Mineka's coupling inequality
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Anna Posfai, University of Szeged
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Abstract
In this paper we propose a refinement of Mineka's coupling inequality that gives a better upper bound for $d_{TV}left({cal L}left(Wright),{cal L}left(W+1right)right)$, where $W$ is a sum of $n$ independent integer valued random variables, in the case when $var Wgg n$.
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Full text: PDF
Pages: 464-473
Published on: October 30, 2009
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Electronic Communications in Probability. ISSN: 1083-589X |
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