Deviations of discrete distributions and a question of Móri
In this note, we consider a question of Móri regarding estimating the deviation of the kth terms of two discrete probability distributions in terms of the supremum distance between their generating functions over the interval [0,1]. An optimal bound for distributions on finite support is obtained. Properties of Chebyshev polynomials are employed.
Volume (Year): 81 (2011)
Issue (Month): 12 ()
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- Mri, Tams F., 2009. "Deviation of discrete distributions--positive and negative results," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1089-1096, April.
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