On Stein’s method for products of normal random variables and zero bias couplings

On Stein’s method for products of normal random variables and zero bias couplings

In this paper we extend Stein's method to the distribution of the product of n independent mean zero normal random variables. A Stein equation is obtained for this class of distributions, which reduces to the classical normal Stein equation in the case n=1. This Stein equation motivates a gener...

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Bibliografiske detaljer
Hovedforfatter:	Gaunt, R
Format:	Journal article
Udgivet:	Bernoulli Society for Mathematical Statistics and Probability 2017

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