The Annals of Statistics, Vol. 49, No. 4, Memorial issue for Charles Stein (August 2021), pp. 1850-1863 (14 pages) This paper is a short exposition of Stein’s method of normal approximation from my ...
The normal approximation to the binomial test with and without a continuity correction is evaluated in terms of control of Type I errors and power. The normal ...
Stochastic processes form the backbone of modern probability theory, describing systems that evolve randomly over time or space. They are instrumental in areas ranging from statistical physics to ...