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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.
Year of publication:
2011
Authors: Berenhaut, Kenneth S. ; Baxley, John V. ; Lyday, Robert G.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 12, p. 1940-1944
Publisher: Elsevier
Subject: Probability generating functions | Discrete distributions | Chebyshev polynomials
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10011039845
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