Journal of Inequalities and Applications (May 2024)

Explicit constants in the nonuniform local limit theorem for Poisson binomial random variables

  • Graeme Auld,
  • Kritsana Neammanee

DOI
https://doi.org/10.1186/s13660-024-03143-z
Journal volume & issue
Vol. 2024, no. 1
pp. 1 – 26

Abstract

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Abstract In a recent paper the authors proved a nonuniform local limit theorem concerning normal approximation of the point probabilities P ( S = k ) $P(S=k)$ when S = ∑ i = 1 n X i $S=\sum_{i=1}^{n}X_{i}$ and X 1 , X 2 , … , X n $X_{1},X_{2},\ldots ,X_{n}$ are independent Bernoulli random variables that may have different success probabilities. However, their main result contained an undetermined constant, somewhat limiting its applicability. In this paper we give a nonuniform bound in the same setting but with explicit constants. Our proof uses Stein’s method and, in particular, the K-function and concentration inequality approaches. We also prove a new uniform local limit theorem for Poisson binomial random variables that is used to help simplify the proof in the nonuniform case.

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