Sum of independent but differently distributed variables

It’s well known that a binomial random variable can be approximated by a Poisson random variable, and under what circumstances the approximation is particularly good. See, for example, this post. A binomial random variable is the sum of iid (independent, identically distributed) Bernoulli random variables. But what if the Bernoulli random variables don’t have the […] The post Sum of independent but differently distributed variables first appeared on John D. Cook....

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