Some Remarks on Stein's Method
- Series
- Stochastics Seminar
- Time
- Thursday, April 13, 2017 - 15:05 for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Christian Houdré – School of Mathematics, Georgia Institute of Technology
I will revisit the classical Stein's method, for normal random variables, as well as its version for Poisson random variables and show how both (as well as many other examples) can be incorporated in a single framework.