Stein’s method for comparison of univariate distributions
نویسندگان
چکیده
منابع مشابه
Stein’s method for comparison of univariate distributions
We propose a new general version of Stein’s method for univariate distributions. In particular we propose a canonical definition of the Stein operator of a probability distribution which is based on a linear difference or differential-type operator. The resulting Stein identity highlights the unifying theme behind the literature on Stein’s method (both for continuous and discrete distributions)...
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ژورنال
عنوان ژورنال: Probability Surveys
سال: 2017
ISSN: 1549-5787
DOI: 10.1214/16-ps278