TY  - GEN
T1  - An introduction to Stein's method
T2  - Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ;
A2  - Barbour, A. D.
A2  - Chen, Louis H. Y. (Louis Hsiao Yun), 1940-
LA  - English
PP  - Singapore : Hackensack, N.J.
PB  - Singapore University Press ; World Scientific
YR  - 2005
UL  - https://ebooks.jgu.edu.in/Record/ebsco_acadsubs_ocm63193404
AB  - 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.
OP  - 225
CN  - QA273.6 .I68 2005eb
SN  - 9812567682
SN  - 9789812567680
SN  - 9789812562807
SN  - 981256280X
SN  - 9789812563309
SN  - 981256330X
SN  - 1281880809
SN  - 9781281880802
KW  - Distribution (Probability theory)
KW  - Approximation theory.
KW  - Probabilities.
KW  - Distribution (Théorie des probabilités)
KW  - Théorie de l'approximation.
KW  - Probabilités.
KW  - distribution (statistics-related concept)
KW  - probability.
KW  - MATHEMATICS : Probability & Statistics : General.
KW  - Approximation theory
KW  - Probabilities
ER  -