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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 … Mehr…

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Chen, Louis H y, and Goldstein, Larry, and Shao, Qi-Man:
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2010

ISBN: 9783642150067

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Normal Approximation by Stein’s Method (Probability and Its Applications) - gebunden oder broschiert

2010, ISBN: 3642150063

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Normal Approximation by Stein's Method by Louis H.Y. Chen Hardcover | Indigo Chapters

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.

Detailangaben zum Buch - Normal Approximation by Stein's Method by Louis H.Y. Chen Hardcover | Indigo Chapters


EAN (ISBN-13): 9783642150067
ISBN (ISBN-10): 3642150063
Gebundene Ausgabe
Erscheinungsjahr: 2010
Herausgeber: Louis H.Y. Chen
405 Seiten
Gewicht: 0,747 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 2008-05-15T19:03:46+02:00 (Berlin)
Detailseite zuletzt geändert am 2022-12-11T05:32:06+01:00 (Berlin)
ISBN/EAN: 9783642150067

ISBN - alternative Schreibweisen:
3-642-15006-3, 978-3-642-15006-7


Daten vom Verlag:

Autor/in: Louis H.Y. Chen; Larry Goldstein; Qi-Man Shao
Titel: Probability and its Applications; Normal Approximation by Stein’s Method
Verlag: Springer; Springer Berlin
408 Seiten
Erscheinungsjahr: 2010-10-27
Berlin; Heidelberg; DE
Gedruckt / Hergestellt in Niederlande.
Gewicht: 1,680 kg
Sprache: Englisch
90,94 € (DE)
93,49 € (AT)
100,50 CHF (CH)
POD
XII, 408 p. 3 illus.

BB; Book; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Mathematik; 60F05, 60B12, 62E17; Berry-Esseen bound, non-linear statistics; Stein’s method; exchangable pair, moderate deviations; normal approximation, zero bias; B; Probability Theory and Stochastic Processes; Probability Theory; Mathematics and Statistics; Stochastik; BC; EA

Preface.- 1.Introduction.- 2.Fundamentals of Stein's Method.- 3.Berry-Esseen Bounds for Independent Random Variables.- 4.L^1 Bounds.- 5.L^1 by Bounded Couplings.- 6 L^1: Applications.- 7.Non-uniform Bounds for Independent Random Variables.- 8.Uniform and Non-uniform Bounds under Local Dependence.- 9.Uniform and Non-Uniform Bounds for Non-linear Statistics.- 10.Moderate Deviations.- 11.Multivariate Normal Approximation.- 12.Discretized normal approximation.- 13.Non-normal Approximation.- 14.Extensions.- References.- Author Index .- Subject Index.- Notation.

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