Stein’s method of normal approximation: Some recollections and reflections

نویسندگان

چکیده

This paper is a short exposition of Stein’s method normal approximation from my personal perspective. It focuses mainly on the characterization distribution and construction Stein identities. Through examples, it provides glimpses into many approaches to constructing identities diverse applications mathematical problems. also includes anecdotes historical interest, including how discovered his I found an unpublished proof Berry–Esseen theorem.

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ژورنال

عنوان ژورنال: Annals of Statistics

سال: 2021

ISSN: ['0090-5364', '2168-8966']

DOI: https://doi.org/10.1214/21-aos2083