Discretized Normal Approximation

Part of the Probability and Its Applications book series (PIA)

Abstract

Returning to the independent case, and inspired by use of the continuity correction for the normal approximation of the binomial, Chap. 7 considers the approximation of independent sums of integer valued random variables by the discretized normal distribution, in the total variation metric. The main result is shown by obtaining bounds between the zero biased distribution of the sum and the normal, and then treating the coupled zero biased variable as a type of perturbation.

Keywords

Triangle Inequality Normal Approximation Continuity Correction Random Index Total Variation Distance 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Louis H. Y. Chen
    • 1
  • Larry Goldstein
    • 2
  • Qi-Man Shao
    • 3
  1. 1.Department of MathematicsNational University of SingaporeSingaporeRepublic of Singapore
  2. 2.Department of Mathematics KAP 108University of Southern CaliforniaLos AngelesUSA
  3. 3.Department of MathematicsHong Kong University of Science and TechnologyHong KongChina

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