Construct · 1 fields · 1 citations

Stein's method: a standalone construct

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Probability theory

technique for bounding the distance between a distribution and a target such as the normal, built on an operator that characterizes the target.

In probability theory, Stein's method refers to technique for bounding the distance between a distribution and a target such as the normal, built on an operator that characterizes the target. This meaning comes from Stein (1972) in Probability Theory.[1]

Unit
Recovery means
Measured by

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Nearby constructs

Chen-Stein method1 fields · 1 citationsanchor · a standalone construct distribution2 fields · 2 citationsjingle · one word, two constructs normal3 fields · 7 citationsjingle · one word, three constructs

References

Stein, C. (1972). A Bound for the Error in the Normal Approximation to the Distribution of a Sum of Dependent Random Variables. In Probability Theory (pp. 583-602). University of California Press. https://doi.org/10.1525/9780520423671-036

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