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...
| Other Authors: | , |
|---|---|
| Format: | Licensed eBooks |
| Language: | English |
| Published: |
Singapore : Hackensack, N.J. :
Singapore University Press ; World Scientific,
©2005.
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| Series: | Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ;
v. 4. |
| Online Access: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=148547 |
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.