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A probabilistic proof of Stein's factors
Published online by Cambridge University Press: 14 July 2016
Abstract
We provide a probabilistic proof of the Stein's factors based on properties of birth and death Markov chains, solving a tantalizing puzzle in using Markov chain knowledge to view the celebrated Stein–Chen method for Poisson approximations. This work complements the work of Barbour (1988) for the case of Poisson random variable approximation.
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- Short Communications
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- Copyright
- Copyright © Applied Probability Trust 1999
Footnotes
This work was supported by an Australia Research Council Small Grant from the University of New South Wales.
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