On corrected Poisson approximations for sums of independent indicators

Nickos Papadatos

Let $S_n=I_1+\cdots +I_n$ be a sum of independent indicators $I_i$, with $p_i=\mathrm{Pr}(I_i=1)=1-\mathrm{Pr}(I_i=0)$, $i=1,\dots ,n$. It is well-known that the total variation distance between $S…