Exact norms of a Stein-type operator and associated stochastic orderings
Motivated by asymptotic expansions in the central limit theorem, we find exact norms of a sequence of Stein-type operators. The proof is based on new stochastic comparisons in distribution between the difference of two independent transformed normal variables and the standard normal distribution.
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Veröffentlicht in: | Probability theory and related fields 2003-11, Vol.127 (3), p.353-366 |
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creator | LEFEVRE, Claude UTEV, Sergey |
description | Motivated by asymptotic expansions in the central limit theorem, we find exact norms of a sequence of Stein-type operators. The proof is based on new stochastic comparisons in distribution between the difference of two independent transformed normal variables and the standard normal distribution. |
doi_str_mv | 10.1007/s00440-003-0288-9 |
format | Article |
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subjects | Asymptotic series Central limit theorem Digital Object Identifier Distribution theory Exact sciences and technology Independent variables Limit theorems Mathematical analysis Mathematics Normal distribution Norms Operator theory Polynomials Probability Probability and statistics Probability theory and stochastic processes Random variables Sciences and techniques of general use |
title | Exact norms of a Stein-type operator and associated stochastic orderings |
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