Louis H y Chen

(Author)

Normal Approximation by Stein's Method (2011)Paperback - 2011, 1 December 2012

Normal Approximation by Stein's Method (2011)
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Part of Series
Probability and Its Applications
Print Length
408 pages
Language
English
Publisher
Springer
Date Published
1 Dec 2012
ISBN-10
3642265650
ISBN-13
9783642265655

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

Authors:
Louis H y ChenLarry GoldsteinQi-Man Shao
Book Edition:
2011
Book Format:
Paperback
Country of Origin:
NL
Date Published:
1 December 2012
Dimensions:
23.39 x 15.6 x 2.18 cm
Genre:
Science/Technology Aspects
ISBN-10:
3642265650
ISBN-13:
9783642265655
Language:
English
Location:
Berlin, Heidelberg
Pages:
408
Publisher:
Weight:
585.13 gm

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