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On the Rate of Multivariate Poisson Convergence

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Abstract

The distribution of the sum of independent nonidentically distributed Bernoulli random vectors inRkis approximated by a multivariate Poisson distribution. By using a multivariate adaption of Kerstan's (1964,Z. Wahrsch. verw. Gebiete2, 173-179) method, we prove a conjecture of Barbour (1988,J. Appl. Probab.25A, 175-184) on removing a log-term in the upper bound of the total variation distance. Second-order approximations are included.

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