Normal Approximation by Stein’s Method

• Κύριοι συγγραφείς: Chen, Louis H.Y (Συγγραφέας), Goldstein, Larry (Συγγραφέας), Shao, Qi-Man (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Σειρά: Probability and Its Applications,
• Θέματα: 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...