Normal Approximation by Stein's Method

byLouis H.Y. Chen, Larry Goldstein, Qi-Man Shao

Hardcover | October 27, 2010

Normal Approximation by Stein's Method by Louis H.Y. Chen
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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 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.
Louis Chen's research interests are in probability and computational biology, focusing largely on Stein's method. He is well-known for his pioneering work on Poisson approximation. He is an elected Fellow of the Institute of Mathematical Statistics and of the Academy of Sciences for the Developing World. He has also served as Associate...
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Title:Normal Approximation by Stein's MethodFormat:HardcoverProduct dimensions:408 pages, 9.25 X 6.1 X 0 inShipping dimensions:408 pages, 9.25 X 6.1 X 0 inPublished:October 27, 2010Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3642150063

ISBN - 13:9783642150067

Appropriate for ages: All ages

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