Upper bounds for Stein-type operators

نویسنده

  • Fraser Daly
چکیده

We present sharp bounds on the supremum norm of DjSh for j ≥ 2, where D is the differential operator and S the Stein operator for the standard normal distribution. The same method is used to give analogous bounds for the exponential, Poisson and geometric distributions, with D replaced by the forward difference operator in the discrete case. We also discuss applications of these bounds to the central limit theorem, simple random sampling, PoissonCharlier approximation and geometric approximation using stochastic orderings .

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تاریخ انتشار 2008