Title: Stein's method
Speaker: Ke Wang, Rutgers University
Date: Wednesday, April 22, 2009 12:00pm
Location: Graduate Student Lounge, 7th Floor, Hill Center, Rutgers University, Busch Campus, Piscataway, NJ
Stein's method was first introduced in the late 1960s by C.Stein in his lecture as a new way of proving the Central Limit theorem. Since then, the method has been developed and applied to many other distribution approximations. A feature of Stein's method is that it provides explicit estimates of the accuracy of the approximation of one probability distribution by another. I will first explain the general approach of Stein's method, and then apply it to prove the Central Limit theorem and the Berry-Esseen theorem.