#stein's_method

Stein's method

Stein's method is a general method in probability theory to obtain bounds on the distance between two probability distributions with respect to a probability metric. It was introduced by Charles Stein, who first published it in 1972, to obtain a bound between the distribution of a sum of -dependent sequence of random variables and a standard normal distribution in the Kolmogorov (uniform) metric and hence to prove not only a central limit theorem, but also bounds on the rates of convergence for the given metric.

Fri 31st

Provided by Wikipedia

Learn More
0 searches
This keyword has never been searched before
This keyword has never been searched for with any other keyword.