An introduction to Stein's method / [edited by] A.D. Barbour, Louis H.Y. Chen.

Format:

Book

Contributor:

Barbour, A. D.

Chen, Louis H. Y. (Louis Hsiao Yun), 1940-

Series:

Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; v. 4.

Lecture notes series / Institute for Mathematical Sciences, National University of Singapore ; v. 4

Language:

English

Subjects (All):

Distribution (Probability theory).

Approximation theory.

Probabilities.

Physical Description:

1 online resource (239 p.)

Edition:

1st ed.

Place of Publication:

Singapore : Singapore University Press ; Hackensack, N.J. : World Scientific, c2005.

Language Note:

English

Summary:

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

Contents:

CONTENTS; FOREWORD; PREFACE; Stein's method for normal approximation; Stein's method for Poisson and compound Poisson approximation; Stein's method and Poisson process approximation; Three general approaches to Stein's method; INDEX

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786611880804

9781281880802

1281880809

9789812567680

9812567682

OCLC:

475965429