Entropy and the law of small numbers

@article{Kontoyiannis2005EntropyAT,
  title={Entropy and the law of small numbers},
  author={Ioannis Kontoyiannis and Peter Harremo{\"e}s and Oliver Johnson},
  journal={IEEE Transactions on Information Theory},
  year={2005},
  volume={51},
  pages={466-472}
}
Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when S/sub n/=/spl Sigma//sub i=1//sup n/X/sub i/ is the sum of the (possibly dependent) binary random variables X/sub 1/,X/sub 2/,...,X/sub n/, with E(X/sub i/)=p/sub i/ and E(S/sub n/)=/spl lambda/, then D(P(S/sub n/)/spl par/Po(/spl lambda/)) /spl les//spl Sigma//sub i=1//sup n/p/sub i//sup 2/+[/spl Sigma… CONTINUE READING
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