Stein's method for comparison of univariate distributions
We propose a new general version of Stein's method for univariate distributions. In particular we propose a canonical definition of the Stein operator of a probability distribution {which is based on a linear difference or differential-type operator}. The resulting Stein identity highlights the...
| Main Authors: | , , |
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| Format: | Journal article |
| Published: |
Cornell University Library
2016
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