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We apply Stein’s method to estimate the closeness of the mixtures of distributions to the convolution of the normal and Poisson laws. To derive the Stein operator, we use a… Click to show full abstract
We apply Stein’s method to estimate the closeness of the mixtures of distributions to the convolution of the normal and Poisson laws. To derive the Stein operator, we use a moment generating function. Then we apply a perturbation technique to estimate the solution to the Stein equation.
Keywords:
stein method;
poisson laws;
convolution normal
Journal Title: Lithuanian Mathematical Journal
Year Published: 2018
Link to full text (if available)
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Journal Title: Lithuanian Mathematical Journal
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!