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Field name	Details
Dewey Class	519.2
Title	Normal Approximation by Stein’s Method ([Ebook]) / by Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao.
Author	Chen, Louis H.Y.
Added Personal Name	Goldstein, Larry Joel
Added Personal Name	Shao, Qi-Man
Other name(s)	SpringerLink (Online service)
Publication	Berlin, Heidelberg : Springer , 2011.
Physical Details	XII, 408 pages : online resource.
Series	Probability and Its Applications 1431-7028
ISBN	9783642150074
Summary Note	Since its introduction in 1972, Steinâs 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 methodâs 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.:
Contents note	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.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-3-642-15007-4
Links to Related Works	Subject References: Approximation theory . Asymptotic distribution (Probability theory) . Distribution (Probability theory) . Probability theory and stochastic processes . Authors: author . Chen, Louis H.Y. . Goldstein, Larry Joel . Shao, Qi-Man . Corporate Authors: SpringerLink (Online service) . Series: Probability and Its Applications . Classification: 519.2 . 519.2 (DDC 23) .

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Normal Approximation by Stein’s Method

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