Издательство: | Книга по требованию |
Дата выхода: | июль 2011 |
ISBN: | 978-6-1312-5070-5 |
Объём: | 100 страниц |
Масса: | 172 г |
Размеры(В x Ш x Т), см: | 23 x 16 x 1 |
High Quality Content by WIKIPEDIA articles! Stein's method is a general method in probability theory to obtain bounds on the distance between two probability distributions with respect to a probability metric. It was introduced by Charles Stein, who first published it 1972, to obtain a bound between the distribution of a sum of m-dependent sequence of random variables and a standard normal distribution in the Kolmogorov (uniform) metric and hence to prove not only a central limit theorem, but also bounds on the rates of convergence for the given metric.
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