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Normal Approximation by Stein’s Method

By Chen, Louis H.Y.

Normal Approximation by Stein’s Method Mathematics

Normal Approximation by Stein’s Method

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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. 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 biology. Though 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.
Product details
Edition:
1
Number of Pages:
408
Release Date:
2010-10-27
Publication Date:
2010-10-27
Publisher:
Springer Berlin
Languages:
Original: English
ISBN10:
3642150063
ISBN13:
9783642150067
GPSR Manufacturer Reference:
[email protected]
Weight:
762 g
Height:
155 cm
Width:
235 cm
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