Journal article icon

Journal article

Stein's method for comparison of univariate distributions

Abstract:

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 unifying theme behind the literature on Stein's method (both for continuous and discrete distributions). Viewing the Stein operator as an operator acting on pairs of functions, we provide an extensive ...

Expand abstract
Publication status:
Not Published
Version:
Author's Original Manuscript

Actions


Access Document


Files:

Authors


More by this author
Department:
Oxford, MPLS, Statistics
Publisher:
Cornell University Library Publisher's website
Journal:
arXiv Journal website
Publication date:
2016-03-25
Pubs id:
pubs:499854
URN:
uri:9429509d-42de-4dee-b404-31179be37653
UUID:
uuid:9429509d-42de-4dee-b404-31179be37653
Local pid:
pubs:499854

Terms of use


Metrics



If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP