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- DescriptionSince its introduction in 1972, Stein's method has offered a completely vel way of evaluating the quality of rmal 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 phemena arising in areas including statistics, physics, and molecular biology. Though Stein's method for rmal approximation is w 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.
- Author BiographyLouis Chen's research interests are in probability and computational biology, focusing largely on Stein's method. He is well-known for his pioneering work on Poisson approximation. He is an elected Fellow of the Institute of Mathematical Statistics and of the Academy of Sciences for the Developing World. He has also served as Associate Editor of Statistica Sinica and Bernoulli. Larry Goldstein has studied Stein's method since 1989, and is a noted researcher in the field. He was elected Fellow of the Institute of Mathematical Statistics in 2003, and serves on the editorial board of Bernoulli. Qi-Man Shao has been working on limit theory in probability and statistics, especially on self-normalized large and moderate deviations and Stein's method for normal and non-normal approximation. He is an invited speaker (45 minutes) at the International Congress of Mathematicians 2010. He is an elected Fellow of the Institute of Mathematical Statistics, and has served on the editorial board of The Annals of Statistics and The Annals of Applied Probability.
- Author(s)Larry Goldstein,Louis H. Chen,Qi-Man Shao
- PublisherSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Date of Publication01/12/2012
- Series TitleProbability and its Applications
- Place of PublicationBerlin
- Country of PublicationGermany
- ImprintSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
- Content Note3 black & white illustrations, biography
- Weight586 g
- Width155 mm
- Height235 mm
- Spine21 mm
- Format DetailsTrade paperback (US)
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