Stein's method and the zero bias transformation with application to simple random sampling
نویسندگان
چکیده
منابع مشابه
Stein’s Method and the Zero Bias Transformation with Application to Simple Random Sampling
Let W be a random variable with mean zero and variance σ2. The distribution of a variate W , satisfying EWf(W ) = σ2Ef (W ) for smooth functions f , exists uniquely and defines the zero bias transformation on the distribution of W . The zero bias transformation shares many interesting properties with the well known size bias transformation for non-negative variables, but is applied to variables...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1997
ISSN: 1050-5164
DOI: 10.1214/aoap/1043862419