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Normal Approximation by Steins Method - Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao
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Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao:
Normal Approximation by Steins Method - nouveau livre

2010, ISBN: 9783642150074

ID: 320409

Since its introduction in 1972, Steins 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 Steins 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 methods fundamentals, includes a large number of recent developments in both theory and applications, and will help accelerate the appreciation, understanding, and use of Steins 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 Chens research interests are in probability and computational biology, focusing largely on Steins 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 Editor of Statistica Sinica and Bernoulli.Larry Goldstein has studied Steins method since 1989, and is a noted researcher in the field. He was elected Fellow of the Institute of Mathematical Statistics in 2003, and serves on the editorial board of Bernoulli.Qi-Man Shao has been working on limit theory in probability and statistics, especially on self-normalized large and moderate deviations and Steins method for normal and non-normal approximation. He is an invited speaker (45 minutes) at the International Congress of Mathematicians 2010. He is an elected Fellow of the Institute of Mathematical Statistics, and has served on the editorial board of The Annals of Statistics and The Annals of Applied Probability.[PU:Springer-Verlag], [PU: Springer, Berlin/Heidelberg/New York, NY]

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Normal Approximation by Stein´s Method - Louis H.Y. Chen;Larry, Goldstein;Qi-Man Shao
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