Abstract:
The generalized multinomial distribution is approximated by multinomial distributions and also by finite signed measures resulting from the corresponding multivariate Krawtchouk expansion. Bounds for the total variation norm and the $\ell_\infty$-norm are presented. The method used is a multivariate extension of that in [B. Roos, Theory Probab. Appl., 45 (2000), pp. 258–272], although additional complications occur.
Keywords:multinomial approximation, generalized multinomial distribution, multivariate Krawtchouk expansion, signed measures, total variation norm, $\ell_\infty$-norm.