Normal approximation by Stein's method
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 complicat...
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| Format: | Electronic Resource |
| Language: | English |
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Berlin, Heidelberg
Springer
2011.
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| Series: | Probability and its applications.
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| Online Access: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |