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An introduction to Stein's method /
A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical example. Stein's method is a tool which makes this possible in a wide variety of situations. Traditional approaches, for example using...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore : Hackensack, N.J. :
Singapore University Press ; World Scientific,
©2005.
|
| Colección: | Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ;
v. 4. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 3 | |a An introduction to Stein's method / |c [edited by] A.D. Barbour, Louis H.Y. Chen. |
| 260 | |a Singapore : |b Singapore University Press ; |a Hackensack, N.J. : |b World Scientific, |c ©2005. | ||
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| 490 | 1 | |a Lecture notes series / Institute for Mathematical Sciences, National University of Singapore ; |v v. 4 | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Normal approximation / Louis H.Y. Chen and Qi-Man Shao -- Poisson and compound Poisson approximation / Torkel Erhardsson -- Poisson process approximation / Aihua Zia -- Three general approaches to Stein's method / Gesine Reinert. | |
| 588 | 0 | |a Print version record. | |
| 520 | |a A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical example. Stein's method is a tool which makes this possible in a wide variety of situations. Traditional approaches, for example using Fourier analysis, become awkward to carry through in situations in which dependence plays an important part, whereas Stein's method can often still be applied to great effect. In addition, the method delivers estimates for the error in the approximation, and not just a proof of convergence. Nor is there. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Distribution (Probability theory) | |
| 650 | 0 | |a Approximation theory. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 6 | |a Distribution (Théorie des probabilités) | |
| 650 | 6 | |a Théorie de l'approximation. | |
| 650 | 6 | |a Probabilités. | |
| 650 | 7 | |a distribution (statistics-related concept) |2 aat | |
| 650 | 7 | |a probability. |2 aat | |
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| 650 | 7 | |a Approximation theory |2 fast | |
| 650 | 7 | |a Distribution (Probability theory) |2 fast | |
| 650 | 7 | |a Probabilities |2 fast | |
| 700 | 1 | |a Barbour, A. D. | |
| 700 | 1 | |a Chen, Louis H. Y. |q (Louis Hsiao Yun), |d 1940- | |
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| 776 | 0 | 8 | |i Print version: |t Introduction to Stein's method. |d Singapore : Singapore University Press ; Hackensack, N.J. : World Scientific, ©2005 |z 981256280X |z 981256330X |w (OCoLC)61225778 |
| 830 | 0 | |a Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; |v v. 4. | |
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