Cargando…

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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Barbour, A. D., Chen, Louis H. Y. (Louis Hsiao Yun), 1940-
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
Tabla de Contenidos:
  • 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.