Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn
From MaRDI portal
Publication:5407037
DOI10.1239/jap/1389370107zbMath1304.60033arXiv1207.1460OpenAlexW1977289053WikidataQ57747907 ScholiaQ57747907MaRDI QIDQ5407037
Larry Goldstein, Gesine D. Reinert
Publication date: 4 April 2014
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.1460
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Special processes (60K99)
Related Items (29)
A general parametric Stein characterization ⋮ Parametric Stein operators and variance bounds ⋮ Distances between distributions via Stein's method ⋮ Quantitative clts on a gaussian space: a survey of recent developments ⋮ Products of normal, beta and gamma random variables: Stein operators and distributional theory ⋮ First-order covariance inequalities via Stein's method ⋮ A Stein characterisation of the generalized hyperbolic distribution ⋮ Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain ⋮ Convergence Rates to the Arcsine Law ⋮ Stein's method meets computational statistics: a review of some recent developments ⋮ Bounding Kolmogorov distances through Wasserstein and related integral probability metrics ⋮ Stein’s method and approximating the multidimensional quantum harmonic oscillator ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Rate of convergence for traditional Pólya urns ⋮ About the Stein equation for the generalized inverse Gaussian and Kummer distributions ⋮ The Gamma Stein equation and noncentral de Jong theorems ⋮ Identifying the limiting distribution by a general approach of Stein's method ⋮ Characterizations of GIG laws: a survey ⋮ Stein's method for stationary distributions of Markov chains and application to Ising models ⋮ An algebra of Stein operators ⋮ Rates of convergence in de Finetti's representation theorem, and Hausdorff moment problem ⋮ Gaussian process approximations for multicolor Pólya urn models ⋮ Joint degree distributions of preferential attachment random graphs ⋮ Dirichlet approximation of equilibrium distributions in Cannings models with mutation ⋮ On the rate of convergence in de Finetti's representation theorem ⋮ Arcsine laws for random walks generated from random permutations with applications to genomics ⋮ Stein's method and the rank distribution of random matrices over finite fields ⋮ New error bounds for Laplace approximationviaStein’s method
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Exponential approximation for the nearly critical Galton-Watson process and occupation times of Markov chains
- Limit distributions for large Pólya urns
- Stein's method on Wiener chaos
- Stein's method for discrete Gibbs measures
- A survey of random processes with reinforcement
- Learning to signal: Analysis of a micro-level reinforcement model
- Stein's method for diffusion approximations
- Two moments suffice for Poisson approximations: The Chen-Stein method
- Generalizations of Polya's urn problem
- Degree asymptotics with rates for preferential attachment random graphs
- Negative binomial approximation with Stein's method
- New rates for exponential approximation and the theorems of Rényi and Yaglom
- Abel's lemma on summation by parts and basic hypergeometric series
- Polya Urn Models
- Normal Approximation by Stein’s Method
- Stein's method for geometric approximation
- On Choosing and Bounding Probability Metrics
- Local Pinsker Inequalities via Stein's Discrete Density Approach
- The Differential Equation of the Distribution of Gene Frequencies
This page was built for publication: Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn