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...
| Інші автори: | , |
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| Формат: | Licensed eBooks |
| Мова: | Англійська |
| Опубліковано: |
Singapore : Hackensack, N.J. :
Singapore University Press ; World Scientific,
©2005.
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| Серія: | Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ;
v. 4. |
| Онлайн доступ: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=148547 |
| Резюме: | 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. |
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| Фізичний опис: | 1 online resource (xii, 225 pages) |
| Бібліографія: | Includes bibliographical references and index. |
| ISBN: | 9812567682 9789812567680 9789812562807 981256280X 9789812563309 981256330X 1281880809 9781281880802 |