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The Kearns--Saul inequality for Bernoulli and Poisson-binomial distributions (1405.4496v1)

Published 18 May 2014 in math.PR

Abstract: We give a direct rigorous proof of the Kearns--Saul inequality which bounds the Laplace transform of a generalised Bernoulli random variable. We extend the arguments to generalised Poisson-binomial distributions and characterise the set of parameters such that an analogous inequality holds for the sum of two generalised Bernoulli random variables.

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