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Approximate computation of expectations
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The article was published on 1986-01-01 and is currently open access. It has received 749 citations till now. The article focuses on the topics: Computation.read more
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References
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A bound for the error in the normal approximation to the distribution of a sum of dependent random variables
TL;DR: In this article, it was shown that under the assumption of exponential decrease of dependence is strengthened tormdependence, the error in the normal approximation is of the order of n 1/2(log n)2.
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Poisson Approximation for Dependent Trials
TL;DR: In this paper, a general method of obtaining and bounding the error in approximating the distribution of the dependent Bernoulli random variables by the Poisson distribution is presented, which is similar to that of Charles Stein (1970) in his paper on normal approximation for dependent random variables.
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The rate of convergence in law of the maximum of an exponential sample
W. J. Hall,Jon A. Wellner +1 more
TL;DR: In this article, a uniform rate of convergence of (1 −n-1x)n to e −x(x < 0) was derived for the largest order statistic in a sample from an exponential distribution to the double exponential extreme value distribution.
Book ChapterDOI
On Fisher’s Amount of Information for Location Family
TL;DR: In this paper, the central limit theorem is used to prove the stability of the normal distribution, which is the property of a distribution that is nearly normal whenever I is close to 1.
Journal ArticleDOI
On a system of discreate distributions
TL;DR: In this article, a system of discreate distributions is developed using the difference equation analogous to Pearson's differential equation, which is found to contain many of the distributions in common usage.