An introduction to Stein's method /

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Barbour, A. D., Chen, Louis H. Y. (Louis Hsiao Yun), 1940-
Format: Electronic eBook
Language:Inglés
Published: Singapore : Hackensack, N.J. : Singapore University Press ; World Scientific, ©2005.
Series:Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; v. 4.
Subjects:
Distribution (Probability theory)
Approximation theory.
Probabilities.
Distribution (Théorie des probabilités)
Théorie de l'approximation.
Probabilités.
distribution (statistics-related concept)
probability.
MATHEMATICS > Probability & Statistics > General.
Approximation theory
Probabilities
Online Access:Texto completo
Table of Contents:
  • 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.

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