Steins (magic) method

2014/11/05 by Barbour, Andrew D., Chen, Louis H. Y.
#60-02 #60F05 #62E17 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1411.1179

Abstract

The paper presents a general introduction to the astonishing method for deriving probability approximations that was invented by Charles Stein around 50 years ago.

Related

• Fundamentals of Stein's method
• Stein's method of normal approximation: Some recollections and reflections
• A short survey of Stein's method
• Stein's Method Meets Computational Statistics: A Review of Some Recent Developments
• A short proof of Stein's universal multiplier theorem