An extension of Mineka's coupling inequality

Anna Posfai (University of Szeged)

Abstract


In this paper we propose a refinement of Mineka's coupling inequality that gives a better upper bound for $d_{TV}\left({\cal L}\left(W\right),{\cal L}\left(W+1\right)\right)$, where $W$ is a sum of $n$ independent integer valued random variables, in the case when $\text{Var} W\gg n$.

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Pages: 464-473

Publication Date: October 30, 2009

DOI: 10.1214/ECP.v14-1501

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