Poisson approximation bound for dependent Bernoulli variables
ID: poisson-approximation-bound-for-dependent-bernoulli-variables
For Bernoulli random variables , which need not be independent, put , , and . ThenThe dependence penalty is the total correlation. The proof compares the joint Bernoulli law with the product of Poisson laws of means , then applies the data processing inequality for relative entropy to addition.
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