Abstract.
Stein's method for normal approximations is explained, with some examples and applications. In the study of the asymptotic distribution of the sum of dependent random variables, Stein's method may be a very useful tool. We have attempted to write an elementary introduction. For more advanced introductions to Stein's method, see Stein (1986), Barbour (1997) and Chen (1998).
Article PDF
Similar content being viewed by others
Avoid common mistakes on your manuscript.
Author information
Authors and Affiliations
Additional information
Received: 6 December 1999 / Accepted: 3 February 2000
Rights and permissions
About this article
Cite this article
Rinott, Y., Rotar, V. Normal approximations by Stein's method. DEF 23, 15–29 (2000). https://doi.org/10.1007/s102030050003
Issue Date:
DOI: https://doi.org/10.1007/s102030050003