CUED Publications database

Entropy and the law of small numbers

Kontoyiannis, I and Harremoës, P (2003) Entropy and the law of small numbers. In: UNSPECIFIED 26-..

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We give an elementary information theoretic proof of some Poisson approximation inequalities for sums of discrete random variables. These can be thought of as "maximum entropy" statements in that, under suitable conditions, the distribution of the sum converges to the distribution which has "maximal entropy" within an appropriate class. We also outline a general method for obtaining corresponding bounds when approximating the distribution of a sum of general discrete random variables by an infinitely divisible distribution.

Item Type: Conference or Workshop Item (UNSPECIFIED)
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron Job
Date Deposited: 08 Jan 2018 20:12
Last Modified: 18 Aug 2020 12:42