Abstract

The main purpose of the paper is to investigate the possibility of applying the Stein-Chen approach to estimate the χ2 distance between Poisson distribution and Poisson binomial distribution. Earlier results concerning χ2 distance between the above mentioned distributions either used analytical approach heavily based on the analysis of the generating functions or on rather lengthy and complicated elementary calculations. Applying the Stein-Chen approach we succeed in providing a very quick proof of upper bounds for χ2 distance that are of comparable strength to the earlier estimates obtained by other approaches.

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