Stein factor bounds for random variables
In applying Stein's method to approximate the distribution of a discrete random variable, an essential ingredient is to find tight bounds -- `magic factors' -- on the differences of the functions solving an associated Stein equation. For any approximating distribution on the nonnegative integers, a Stein equation can be derived by way of the generator of a suitably chosen birth and death process. Under very mild conditions on the approximating distribution, a general expression for the corresponding magic factors is determined. It is further shown to yield the best known factors in previously explored cases such as the Poisson distribution. The method of proof is based on ideas introduced by \textit{A. Xia} [J. Appl. Probab. 36, No. 1, 287-290 (1999; Zbl 0942.60006)].
- On magic factors in Stein's method for compound Poisson approximation
- Intertwinings and Stein's magic factors for birth-death processes
- Hitting time and mixing time bounds of Stein's factors
- Stein's method and birth-death processes
- On Stein-Chen factors for Poisson approximation
- Integro-differential inequalities and the Poisson approximation
- On Stein's method, smoothing estimates in total variation distance and mixture distributions
- CR-invariance of the Steinness index
- Parametric Stein operators and variance bounds
- Exact values and sharp estimates for the total variation distance between binomial and Poisson distributions
- Some limitation on stein's phenomenon
- scientific article; zbMATH DE number 3974045 (Why is no real title available?)
- A probabilistic proof of Stein's factors
- Some simple variance bounds from Stein's method
- On the optimality of Stein factors
- Bounds for the chi-square approximation of Friedman's statistic by Stein's method
- Stein's method for discrete Gibbs measures
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