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

Contributor(s): Barbour, A. D | Chen, Louis H. Y. (Louis Hsiao Yun), 1940-Material type: Text

TextSeries: Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; v. 4.Publication details: Singapore : Hackensack, N.J. : Singapore University Press ; World Scientific, ©2005. Description: 1 online resource (xii, 225 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9812567682; 9789812567680; 9789812562807; 981256280X; 9789812563309; 981256330X; 1281880809; 9781281880802Subject(s): Distribution (Probability theory) | Approximation theory | Probabilities | MATHEMATICS -- Probability & Statistics -- General | Approximation theory | Distribution (Probability theory) | ProbabilitiesGenre/Form: Electronic books. | Electronic books. Additional physical formats: Print version:: Introduction to Stein's method.DDC classification: 519.2/4 LOC classification: QA273.6 | .I68 2005ebOnline resources: Click here to access online

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.

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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings ( 1 )
Title notes ( 4 )

Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
eBook	e-Library Electronic Book@IST	EBook		Available

Total holds: 0

Includes bibliographical references and index.

Print version record.

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.