The Annals of Mathematical Statistics, Vol. 43, No. 5 (Oct., 1972), pp. 1719-1726 (8 pages) Let {Xn, n ≥ 1} be a sequence of random variables such that for suitably ...
Stein's method has emerged as a powerful and versatile tool in probability theory for deriving error bounds in distributional approximations. Originally developed to ...
A new proof, based on the duality theorem of linear programming, is given of a theorem of V. Strassen, which states essentially that the minimum distance between random variables with given ...