Stein's Method
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Stein''s method is a general method in probability theory to obtain bounds on the distance between two probability distributions with respect to a probability metric. It was introduced by Charles Stein, who first published it 1972, to obtain a bound between the distribution of a sum of m-dependent sequence of random variables and a standard normal distribution in the Kolmogorov (uniform) metric and hence to prove not only a central limit theorem, but also bounds on the rates of convergence for the given metric.…mehr

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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Stein''s method is a general method in probability theory to obtain bounds on the distance between two probability distributions with respect to a probability metric. It was introduced by Charles Stein, who first published it 1972, to obtain a bound between the distribution of a sum of m-dependent sequence of random variables and a standard normal distribution in the Kolmogorov (uniform) metric and hence to prove not only a central limit theorem, but also bounds on the rates of convergence for the given metric.