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Normal Approximation by Stein's Method (Probability and Its Applications)
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Normal Approximation by Stein's Method (Probability and Its Applications) Hardcover - 2010 - 2011th Edition

by Chen, Louis H.Y.; Goldstein, Larry; Shao, Qi-Man

From the publisher

Since its introduction in 1972, Stein's 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 method's 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.

From the rear cover

Since its introduction in 1972, Stein's 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 method's 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.

Details

  • Title Normal Approximation by Stein's Method (Probability and Its Applications)
  • Author Chen, Louis H.Y.; Goldstein, Larry; Shao, Qi-Man
  • Binding Hardcover
  • Edition number 2011th
  • Edition 2011
  • Pages 405
  • Language ENG
  • Publisher Springer
  • Date 2010-10
  • Features Illustrated
  • ISBN 9783642150067
  • Themes
    • Aspects (Academic): Science/Technology Aspects

About the author

Louis Chen's research interests are in probability and computational biology, focusing largely on Stein's method. He is well-known for his pioneering work on Poisson approximation. He is an elected Fellow of the Institute of Mathematical Statistics and of the Academy of Sciences for the Developing World. He has also served as Associate Editor of Statistica Sinica and Bernoulli.

Larry Goldstein has studied Stein's method since 1989, and is a noted researcher in the field. He was elected Fellow of the Institute of Mathematical Statistics in 2003, and serves on the editorial board of Bernoulli.

Qi-Man Shao has been working on limit theory in probability and statistics, especially on self-normalized large and moderate deviations and Stein's method for normal and non-normal approximation. He is an invited speaker (45 minutes) at the International Congress of Mathematicians 2010. He is an elected Fellow of the Institute of Mathematical Statistics, and has served on the editorial board of The Annals of Statistics and The Annals of Applied Probability.

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Normal Approximation by Stein's Method

Normal Approximation by Stein's Method

by Louis H.Y. Chen

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Normal Approximation by Stein's Method
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Normal Approximation by Stein's Method

by Louis H. Chen

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ISBN 10 / ISBN 13
9783642150067 / 3642150063
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New. Since its introduction in 1972, Stein's 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 method's 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.
Item Price
$122.16
$12.61 shipping to USA
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