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...

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书目详细资料
其他作者: Barbour, A. D., Chen, Louis H. Y. (Louis Hsiao Yun), 1940-
格式: Licensed eBooks
语言:英语
出版: Singapore : Hackensack, N.J. : Singapore University Press ; World Scientific, ©2005.
丛编:Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; v. 4.
在线阅读:https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=148547
书本目录:
  • 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.