Zero bias enhanced Stein couplings (Q2679649)
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English | Zero bias enhanced Stein couplings |
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Zero bias enhanced Stein couplings (English)
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23 January 2023
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In the setting of Gaussian approximation using Stein's method, the author extends the well-known and powerful framework of Stein couplings to include the zero-biased coupling, and situations in which the coupling is not exact. As well as extending the scope of this coupling framework, the approach using zero-biasing avoids bounds which require the computation of an expectation of a conditional variance, which in some applications can be troublesome. Using an application to the lightbulb process, the author also shows that this approach can yield improved error bounds compared to previously known results.
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coupling
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normal approximation
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zero bias
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central limit theorem
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Stein couplings
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