Arxiv
| Presentation Name： | Perspective on Stein's Method |
|---|---|
| Presenter🥕： | Professor Shao Qiman |
| Date🀄️： | 2014-10-27 |
| Location🙇♂️： | 光华东主楼1501 |
| Abstract🤽🏿♀️： | In contrast to the classical Fourier transform, Stein's method is a powerful tool in estimating accuracy of various probability approximations. It works not only for independent random variables, but also for dependent variables. It works for normal approximation and also for non-normal ap- proximation. In this talk, we shall give a brief survey on the Stein method for normal and non-normal approximation. Applications and open problems will also be discussed. |
| Annual Speech Directory： | No.153 |
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