Le Cam,s Inequality
المؤلف:
Le Cam, L.
المصدر:
"An Approximation Theorem for the Poisson Binomial Distribution." Pacific J. Math. 10
الجزء والصفحة:
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23-4-2021
1753
Le Cam's Inequality
Let 
be the sum of 
random variates 
with a Bernoulli distribution with 
. Then
where
REFERENCES:
Le Cam, L. "An Approximation Theorem for the Poisson Binomial Distribution." Pacific J. Math. 10, 1181-1197, 1960.
Le Cam, L. "On the distribution of Sums of Independent Random Variables." In Bernoulli, Bayes, Laplace: Proceeding of an International Research Seminar (Ed. J. Neyman and L. M. Le Cam). New York: Springer-Verlag, pp. 179-202, 1963.
Steele, J. M. "Le Cam's Inequality." Amer. Math. Monthly 101, 48-54, 1994.
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