Quadratic forms in Poisson and multi-nomial variables
Peter J. L. Whittle · Journal of the Australian Mathematical Society · 1960
Summary Let represent the deviations from expectation of a set of multinomial or independent Poisson variables, and Η be a positive definite matrix. A lower bound is obtained forPr in terms ofPr , Where is a vector of normal variables with the same mean and covariance matrix as Δ.