Normal approximations by Stein's method
Stein's method for normal approximations is explained, with some examples and applications. In the study of the asymptotic distribution of the sum of dependent random variables, Stein's method may be a very useful tool. We have attempted to write an elementary introduction. For more advanced introductions to Stein's method, see Stein (1986), Barbour (1997) and Chen (1998).
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Volume (Year): 23 (2000)
Issue (Month): 1 ()
|Note:||Received: 6 December 1999|
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