On the Poisson approximation of random diagonal sums of
Bernoulli matrices
Abstract:
We use the Stein-Chen method to prove new explicit inequalities for
the total variation, Wasserstein and local distances between the
distribution of a random diagonal sum of a Bernoulli matrix and a
Poisson distribution. Approximation results using a finite signed
measure of higher order are given as well. Some of our total variation
bounds improve existing results in the literature.
2010 AMS Mathematics Subject Classification: Primary 60F05;
Secondary 62E17.
Keywords and phrases:
approximation error, Hoeffding statistic, Poisson approximation.
