Journal article

A probabilistic proof of Stein’s factors

A Xia

Journal of Applied Probability | Published : 1999

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. © 1999 Applied Probability Trust.

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