Stein's method for the Beta distribution and the Pólya-Eggenberger Urn
Using a characterizing equation for the Beta distribution, Stein's method is applied to obtain bounds of the optimal order for the Wasserstein distance between the distribution of the scaled number of white balls drawn from a P\'olya-Eggenberger urn and its limiting Beta distribution. The...
Main Authors: | Goldstein, L, Reinert, G |
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Format: | Journal article |
Language: | English |
Published: |
2012
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