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Dettagli del libro
Normal Approximation by Stein?s Method (Probability and Its Applications)
Autore:
Titolo:
ISBN:

3642150063


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.

Informazioni dettagliate del libro - Normal Approximation by Stein?s Method (Probability and Its Applications)


EAN (ISBN-13): 9783642150067
ISBN (ISBN-10): 3642150063
Copertina rigida
Copertina flessibile
Anno di pubblicazione: 2010
Editore: Springer
405 Pagine
Peso: 0,747 kg
Lingua: eng/Englisch

Libro nella banca dati dal 2008-05-15T19:03:46+02:00 (Zurich)
Pagina di dettaglio ultima modifica in 2023-12-02T03:29:20+01:00 (Zurich)
ISBN/EAN: 3642150063

ISBN - Stili di scrittura alternativi:
3-642-15006-3, 978-3-642-15006-7
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : chen, man, goldstein, larry, springer louis, stein
Titolo del libro: applications probability, norma, normal, for and against method, approximation, goldstein, stein der

Dati dell'editore

Autore: Louis H.Y. Chen; Larry Goldstein; Qi-Man Shao
Titolo: Probability and Its Applications; Normal Approximation by Stein’s Method
Editore: Springer; Springer Berlin
408 Pagine
Anno di pubblicazione: 2010-10-27
Berlin; Heidelberg; DE
Stampato / Fatto in
Lingua: Inglese
90,94 € (DE)
93,49 € (AT)
100,50 CHF (CH)
POD
XII, 408 p. 3 illus.

BB; 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; Probability Theory; Stochastik; EA; BC

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.
First book that presents a complete self-contained treatment of Stein's method Includes many recent applications Important reference for researchers and suitable for graduate student seminars Includes supplementary material: sn.pub/extras

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