Normal Approximation by Stein's Method

By: Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao

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Paperback | 1 December 2012

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420 Pages

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22.86 x 20.32 x 2.54

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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.

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"This book gives a complete and comprehensive overview of normal approximation using Stein's method. It serves both as an introductory textbook to graduate students who aim at becoming more familiar with Stein's method and as a research book taking into account the most recent advances in this area. ... To conclude, the authors present in this book the foundations and the main developments of Stein's method ... . The book is very pleasant to read and suitable for both graduate students and experienced researchers." (Anthony R©veillac, Mathematical Reviews, Issue 2012 b)

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