Normal Approximation by Stein’s Method

• Main Authors: Chen, Louis H.Y (Author), Goldstein, Larry (Author), Shao, Qi-Man (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Series: Probability and Its Applications,
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizing equation approach, it is able to provide approximation error bounds in a wide variety of situations, even in the presence of complicated de...