Normal Approximation by Steins Method by Louis H.Y. Chen (English) Paperback Boo

Normal Approximation by Steins Method by Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao

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Description Since its introduction in 1972, Stein's method has offered a completely novel way of evaluating the quality of normal approximations.

Publisher Description

Since its introduction in 1972, Stein's method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizing equation approach, it is able to provide approximation error bounds in a wide variety of situations, even in the presence of complicated dependence. Use of the method thus opens the door to the analysis of random phenomena arising in areas including statistics, physics, and molecular Stein's method for normal approximation is now mature, the literature has so far lacked a complete self contained treatment. This volume contains thorough coverage of the method's fundamentals, includes a large number of recent developments in both theory and applications, and will help accelerate the appreciation, understanding, and use of Stein's method by providing the reader with the tools needed to apply it in new situations. It addresses researchers as well as graduate students in Probability, Statistics and Combinatorics.

Details

• ISBN 3642265650
• ISBN-13 9783642265655
• Title Normal Approximation by Steins Method
• Author Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao
• Format Paperback
• Year 2012
• Pages 408
• Edition 2011th
• Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

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