Normal Approximation By Steins Method
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Language: en
Pages: 411
Pages: 411
Type: BOOK - Published: 2010-10-13 - Publisher: Springer Science & Business Media
Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizi
Language: en
Pages: 240
Pages: 240
Type: BOOK - Published: 2005 - Publisher: World Scientific
A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical
Language: en
Pages: 255
Pages: 255
Type: BOOK - Published: 2012-05-10 - Publisher: Cambridge University Press
This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus
Language: en
Pages: 320
Pages: 320
Type: BOOK - Published: 2005 - Publisher: World Scientific
Stein's startling technique for deriving probability approximations first appeared about 30 years ago. Since then, much has been done to refine and develop the
Language: en
Pages: 333
Pages: 333
Type: BOOK - Published: 2010-11-11 - Publisher: SIAM
-Fourier analysis, --