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A Pólya Approximation to the Poisson-Binomial Law

A Pólya Approximation to the Poisson-Binomial Law

Using Stein's method, we derive explicit upper bounds on the total variation distance between a Poisson-binomial law (the distribution of a sum of independent but not necessarily identically distributed Bernoulli random variables) and a Pólya distribution with the same support, mean, and variance; a nonuniform bound on the pointwise distance …