|
In probability theory, Le Cam's theorem, named after Lucien le Cam (1924 – 2000), states the following. Suppose: * ''X''1, ..., ''X''''n'' are independent random variables, each with a Bernoulli distribution (i.e., equal to either 0 or 1), not necessarily identically distributed. * Pr(''X''''i'' = 1) = ''p''''i'' for ''i'' = 1, 2, 3, ... * * (i.e. follows a Poisson binomial distribution) Then : In other words, the sum has approximately a Poisson distribution and the above inequality bounds the approximation error in terms of the total variation distance. By setting ''p''''i'' = λ''n''/''n'', we see that this generalizes the usual Poisson limit theorem. ==References== * * * 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Le Cam's theorem」の詳細全文を読む スポンサード リンク
|