Normal Approximation by Stein's Method
Aus der Reihe
Probability and Its Applications
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- Hardcover
- Taschenbuch
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Form:Einzelkauf Download
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Sprache:Englisch
Fr. 75.90
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Produktdetails
Format
Kopierschutz
Nein
Family Sharing
Nein
Text-to-Speech
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Erscheinungsdatum
13.10.2010
Verlag
SpringerSeitenzahl
408 (Printausgabe)
Dateigröße
4255 KB
Sprache
Englisch
EAN
9783642150074
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.
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.
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