| Description |
1 online resource (xii, 225 pages). |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
Lecture notes series / Institute for Mathematical Sciences, National University of Singapore ; v. 4
|
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Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; v. 4.
|
| Bibliography |
Includes bibliographical references and index. |
| Contents |
Normal approximation / Louis H.Y. Chen and Qi-Man Shao -- Poisson and compound Poisson approximation / Torkel Erhardsson -- Poisson process approximation / Aihua Zia -- Three general approaches to Stein's method / Gesine Reinert. |
| Summary |
A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical example. Stein's method is a tool which makes this possible in a wide variety of situations. Traditional approaches, for example using Fourier analysis, become awkward to carry through in situations in which dependence plays an important part, whereas Stein's method can often still be applied to great effect. In addition, the method delivers estimates for the error in the approximation, and not just a proof of convergence. Nor is there. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Distribution (Probability theory)
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Distribution (Probability theory) |
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Approximation theory.
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Approximation theory. |
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Probabilities.
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Probabilities. |
| Genre/Form |
Electronic books.
|
| Added Author |
Barbour, A. D.
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Chen, Louis H. Y. (Louis Hsiao Yun), 1940-
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| Other Form: |
Print version: Introduction to Stein's method. Singapore : Singapore University Press ; Hackensack, N.J. : World Scientific, ©2005 981256280X 981256330X (OCoLC)61225778 |
| ISBN |
9812567682 (electronic book) |
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9789812567680 (electronic book) |
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9789812562807 |
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981256280X |
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9789812563309 (paperback) |
|
981256330X (paperback) |
|
1281880809 |
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9781281880802 |
|
