Orthogonal polynomials in Stein's method (Q5927582)

The paper systematically develops a relationship between the classical families of orthogonal polynomials and Stein's method as applied to the distributions in the Pearson and Ord families, that was also discussed by \textit{P. Diaconis} and \textit{S. Zabell} [Stat. Sci. 6, No. 3, 284-302 (1991)]. Here, the two are related by way of a generator approach to Stein's method, in conjunction with the birth and death processes associated with the orthogonal polynomials of \textit{S. Karlin} and \textit{J.L. McGregor}'s [Trans. Am. Math. Soc. 85, 489-546 (1957; Zbl 0091.13801)] spectral representation. This leads, in particular, to Stein equations for the Student's \(t\) and beta distributions.