Abstract
Chapter 1, the Introduction, begins with a discussion of the Central Limit Theorem and gives a brief history. The basic ideas behind Stein’s method are introduced here, in particular, the Stein identity and the Stein equation. To convey the flavor of the method, the ‘leave one out’ coupling used in Stein’s original paper is reviewed, and compared to the more classical approach of Lindberg. A detailed outline, summary, and chapter dependency diagram can also be found in this chapter.
Keywords
- Central Limit Theorem
- Normal Approximation
- Multivariate Normal Distribution
- Local Dependence
- Concentration Inequality
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© 2011 Springer-Verlag Berlin Heidelberg
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Chen, L.H.Y., Goldstein, L., Shao, QM. (2011). Introduction. In: Normal Approximation by Stein’s Method. Probability and Its Applications. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15007-4_1
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DOI: https://doi.org/10.1007/978-3-642-15007-4_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-15006-7
Online ISBN: 978-3-642-15007-4
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