Stein's Method and Applications (Lecture Notes Series, Institute for Mathematical Sciences, Vol. 5) (Lecture Notes Series, Institute for Mathematical Sciences, N)
Publisher: World Scientific Publishing Company
Published: May 2005
Language: eng
Format: Hardcover
Number of pages: 320
ISBN-13: 9789812562814
Subjects: Probability & statistics; Probability & Statistics - General; Mathematics; Science/Mathematics; Probability & Statistics - Bayesian Analysis; Probability & Statistics - Multivariate Analysis; Applied; Approximation theory; Congresses; Distribution (Probability theory)
First sentence: Given any mean zero, finite variance 2 random variable W, there exists a unique distribution on a variable W* such that EWf(W) = 2 Ef'(W) for all absolutely continuous functions f for which these expectations exist.