LIBROS DEL AUTOR: louis h y chen

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  • Normal Approximation by Stein’s Method
    Larry Goldstein / Louis H.Y. Chen / Qi-Man Shao
    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 phenom...
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