An introduction to Stein's method / [edited by] A.D. Barbour, Louis H.Y. Chen.Material type: 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
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Includes bibliographical references and index.
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.
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.