A unified approach to Stein characterizations

Details A unified approach to Stein characterizations A unified approach to Stein characterizations

2011-05-25

arxiv.org/abs/1105.4925v3

Mathematics

Probability

Scientific paper

This article deals with Stein characterizations of probability distributions. We provide a general framework for interpreting these in terms of the parameters of the underlying distribution. In order to do so we introduce two concepts (a class of functions and an operator) which generalize those which were developed in the 70's by Charles Stein and Louis Chen for characterizing the Gaussian and the Poisson distributions. Our methodology (i) allows for writing many (if not all) known univariate Stein characterizations, (ii) permits to identify clearly minimal conditions under which these results hold and (iii) provides a straightforward tool for constructing new Stein characterizations. Our parametric interpretation of Stein characterizations also raises a number of questions which we outline at the end of the paper.

Affiliated with

Also associated with

No associations

Rating

A unified approach to Stein characterizations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A unified approach to Stein characterizations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A unified approach to Stein characterizations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-190855