Results 71 to 80 of about 7,698 (239)
Error bounds in local limit theorems using Stein’s method [PDF]
Bernoulli, 2017 We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal.
A. Barbour, Adrian Röllin, Nathan Ross
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Solving ANOVA problem with restricted Type Ⅰ and Type Ⅱ error rates
AIMS MathematicsThe problem of solving the ordered one-way analysis of variance (ANOVA) (which consists of comparing a set of normal means) with restricted Type Ⅰ and Type Ⅱ error rates is considered in this paper.
Kartlos J. Kachiashvili +2 more
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Stein's Method and Non-Reversible Markov Chains
, 2004 Let W be either the number of descents or inversions of a permutation. Stein's method is applied to show that W satisfies a central limit theorem with error rate n^(-1/2).
Fulman, Jason
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Multivariate Stable Approximation by Stein’s Method [PDF]
Journal of theoretical probability, 2019 By a delicate analysis for the Stein's equation associated to the $\alpha$-stable law approximation with $\alpha \in (0,2)$, we prove a quantitative stable central limit theorem in Wasserstein type distance, which generalizes the results in the series of
Peng Chen +3 more
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Stein's Method and Multinomial Approximation [PDF]
The Annals of Applied Probability, 1992 Stein's method [see \textit{C. Stein}, Proc. 6th Berkeley Sympos. Math. Statist. Probab., Univ. Calif. 1970, 2, 583-602 (1972; Zbl 0278.60026)] is developed in the setting of approximation by a multinomial distribution \(MN(N;p_ 1,\dots,p_ M)\) for an arbitrary choice of \(M\) and \(p_ 1,\dots,p_ M\).
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Stein's Method for the Single Server Queue in Heavy Traffic
, 2019 Following recent developments in the application of Stein's method in queueing theory, this paper is intended to be a short treatment showing how Stein's method can be developed and applied to the single server queue in heavy traffic. Here we provide two
Gaunt, Robert E., Walton, Neil
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Stein’s method and the distribution of the product of zero mean correlated normal random variables [PDF]
Communications in Statistics - Theory and Methods, 2019 Over the last 80 years there has been much interest in the problem of finding an explicit formula for the probability density function of two zero mean correlated normal random variables.
Robert E. Gaunt
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AIMS MathematicsThis research explored the number of returns to the origin within the framework of a symmetric simple random walk. Our primary objective was to approximate the distribution of return events to the origin by utilizing the half-normal distribution, which ...
Tatpon Siripraparat +1 more
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Minimal spanning trees and Stein’s method [PDF]
The Annals of Applied Probability, 2017 Kesten and Lee [36] proved that the total length of a minimal spanning tree on certain random point configurations in $\mathbb{R}^d$ satisfies a central limit theorem. They also raised the question: how to make these results quantitative? However, techniques employed to tackle the same problem for other functionals studied in geometric probability do ...
Chatterjee, Sourav, Sen, Sanchayan
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New error bounds for Laplace approximation via Stein’s method [PDF]
E S A I M: Probability & Statistics, 2019 We use Stein’s method to obtain explicit bounds on the rate of convergence for the Laplace approximation of two different sums of independent random variables; one being a random sum of mean zero random variables and the other being a deterministic sum ...
Robert E. Gaunt
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