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斯坦方法 Stein's method Méthode de Stein
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斯坦方法（英語：Stein's method）属于概率论范畴，用于计算两个概率分布间统计距离的界限。该方法最初由查尔斯·斯坦于1972年提出，最初用于计算在中随机变量m依赖序列的和分布与标准正态分布的界限，从而证明中央极限定理（英語：Central Limit Theorem）以及给定度量的收敛速度的界限。 La méthode de Stein est une méthode générale en théorie des probabilités dont le but est de déterminer des bornes sur des distances entre deux lois selon une certaine divergence. Elle fut introduite par Charles Stein, qui la publia pour la première fois en 1972, dans le cas particulier de la distance uniforme entre la loi d'une somme de variables aléatoires dépendantes et la loi normale prouvant ainsi un théorème central limite et donnant une borne sur la vitesse de convergence. Stein's method is a general method in probability theory to obtain bounds on the distance between two probability distributions with respect to a probability metric. It was introduced by Charles Stein, who first published it in 1972, to obtain a bound between the distribution of a sum of -dependent sequence of random variables and a standard normal distribution in the Kolmogorov (uniform) metric and hence to prove not only a central limit theorem, but also bounds on the rates of convergence for the given metric.
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La méthode de Stein est une méthode générale en théorie des probabilités dont le but est de déterminer des bornes sur des distances entre deux lois selon une certaine divergence. Elle fut introduite par Charles Stein, qui la publia pour la première fois en 1972, dans le cas particulier de la distance uniforme entre la loi d'une somme de variables aléatoires dépendantes et la loi normale prouvant ainsi un théorème central limite et donnant une borne sur la vitesse de convergence. Stein's method is a general method in probability theory to obtain bounds on the distance between two probability distributions with respect to a probability metric. It was introduced by Charles Stein, who first published it in 1972, to obtain a bound between the distribution of a sum of -dependent sequence of random variables and a standard normal distribution in the Kolmogorov (uniform) metric and hence to prove not only a central limit theorem, but also bounds on the rates of convergence for the given metric. 斯坦方法（英語：Stein's method）属于概率论范畴，用于计算两个概率分布间统计距离的界限。该方法最初由查尔斯·斯坦于1972年提出，最初用于计算在中随机变量m依赖序列的和分布与标准正态分布的界限，从而证明中央极限定理（英語：Central Limit Theorem）以及给定度量的收敛速度的界限。
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