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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| Формат: | Journal article |
| Хэвлэсэн: |
Bernoulli Society for Mathematical Statistics and Probability
2017
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