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Sainte-Lague's chi-square divergence for the rounding of probabilities and its convergence to a stable law

机译:Sainte-Lague的卡方方差用于四舍五入的概率及其趋于稳定的定律

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摘要

For rounding arbitrary probabilities on finitely many categories to rational proportions, the multiplier method with standard rounding stands out. Sainte-Lague showed in 1910 that the method minimizes a goodness-of-fit criterion that nowadays classifies as a chi-square divergence. Assuming the given probabilities to be uniformly distributed, we derive the limiting law of the Sainte-Lague divergence, first when the rounding accuracy increases, and then when the number of categories grows large. The latter limit turns out to be a Levy-stable distribution.
机译:为了将有限多个类别上的任意概率四舍五入为有理比例,采用标准四舍五入的乘数方法尤为突出。 Sainte-Lague在1910年表明,该方法使拟合优度标准(现今被归类为卡方方差)最小化。假设给定的概率是均匀分布的,我们首先推导了Sainte-Lague散度的极限定律,首先是在取整精度提高时,然后在类别数量增加时。后者的限制被证明是征费稳定的分布。

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