Rate of convergence to Poisson law in terms of information divergence
The precise bounds on the information divergence from a binomial distribution. to the accompanying Poisson law are obtained. As a corollary, an upper bound for the total variation distance between the distributions is established, which in a large range of change of the parameters of the distributions is better than those already known.
information divergence binomial distribution kullback-leibler divergence poisson approximation stirling numbers