Construct · 1 fields · 1 citations

Chen-Stein method: a standalone construct

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Probability theory

adaptation of Stein's method that bounds the error of approximating counts of rare, weakly dependent events by a Poisson distribution.

In probability theory, Chen-Stein method refers to adaptation of Stein's method that bounds the error of approximating counts of rare, weakly dependent events by a Poisson distribution. This meaning comes from Chen (1975) in The Annals of Probability.[1]

Unit
Recovery means
Measured by

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Nearby constructs

adaptation5 fields · 7 citationsjingle · one word, five constructs distribution2 fields · 2 citationsjingle · one word, two constructs error4 fields · 8 citationsjingle · one word, four constructs

References

Chen, L. H. Y. (1975). Poisson Approximation for Dependent Trials. The Annals of Probability, 3(3), 534-545. https://doi.org/10.1214/aop/1176996359

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