Normal Approximation by Stein's Method

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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 ...

Normal Approximation by Stein's Method 2012, Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin

ISBN-13: 9783642265655

2011 edition


Normal Approximation by Stein's Method 2010, Springer

ISBN-13: 9783642150067

2011 edition