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An introduction to Stein's method

Author: A D Barbour; Louis H Y Chen
Publisher: Singapore : Singapore University Press ; Hackensack, N.J. : World Scientific, ©2005.
Series: Lecture notes series (National University of Singapore. Institute for Mathematical Sciences), v. 4.
Edition/Format:   Print book : Document   Computer File : EnglishView all editions and formats
Summary:
"This volume of lecture notes provides a detailed introduction to the theory and application of Stein's method, in a form suitable for graduate students who want to acquaint themselves with the method. It includes chapters treating normal, Poisson and compound Poisson approximation, approximation by Poisson processes, and approximation by an arbitrary distribution, written by experts in the different fields. The  Read more...
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Material Type: Document, Internet resource
Document Type: Book, Computer File, Internet Resource
All Authors / Contributors: A D Barbour; Louis H Y Chen
ISBN: 981256280X 9789812562807 981256330X 9789812563309
OCLC Number: 61225778
Description: xii, 225 pages ; 24 cm.
Contents: Normal approximation / Louis H.Y. Chen and Qi-Man Shao --
Poisson and compound Poisson approximation / Torkel Erhardsson --
Poisson process approximation / Aihua Zia --
Three general approaches to Stein's method / Gesine Reinert.
Series Title: Lecture notes series (National University of Singapore. Institute for Mathematical Sciences), v. 4.
Responsibility: [edited by] A.D. Barbour, Louis H.Y. Chen.

Abstract:

Stein's method is a tool which makes possible a wide variety of situations. In addition, the method delivers estimates for the error in the approximation, and not just a proof of convergence.  Read more...

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"All the lectures have been given by eminent experts working in the area of Stein's method and provide details and unsolved problems along with a list of very useful references. These lectures will Read more...

 
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