Normal Approximation by Stein’s Method (Probability and Its Applications) Wes Berry González-T

González-T

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Normal Approximation by Stein’s Method (Probability and Its Applications) Wes Berry González-TSince its introduction in 1972, Steins 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.