| dbo:abstract |
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. (fr) 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. (en) 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。 (zh) |
| dbo:wikiPageExternalLink |
https://zenodo.org/record/2412242 |
| dbo:wikiPageID |
12933953 (xsd:integer) |
| dbo:wikiPageLength |
20855 (xsd:nonNegativeInteger) |
| dbo:wikiPageRevisionID |
1080968172 (xsd:integer) |
| dbo:wikiPageWikiLink |
dbc:Theory_of_probability_distributions dbr:Probability_distributions dbr:Probability_Theory_and_Related_Fields dbc:Statistical_distance dbr:Uniform_norm dbr:Variance dbr:Institute_of_Mathematical_Statistics dbr:Limit_of_a_sequence dbr:Zero_bias_transform dbr:Mathematische_Zeitschrift dbr:Louis_Chen_Hsiao_Yun dbr:Gamma_distribution dbr:Gaussian_process dbr:Lipschitz_continuity dbr:Statistics dbr:Journal_of_Applied_Probability dbr:Measurable_space dbr:CRC_Press dbr:Central_limit_theorem dbr:Jarl_Waldemar_Lindeberg dbr:Normal_distribution dbr:Differential_operator dbr:Probability_theory dbr:Characteristic_function_(probability_theory) dbr:Binomial_distribution dbr:Supremum_norm dbr:Difference_operator dbr:Poisson_distribution dbr:Ph.D. dbr:Teoriya_Veroyatnostei_i_ee_Primeneniya dbr:Independent_and_identically_distributed_random_variables dbr:Indicator_function dbr:Random_variables dbr:Wasserstein_metric dbr:Charles_Stein_(statistician) dbr:Metric_(mathematics) dbr:Total_variation_distance_of_probability_measures dbr:Stein's_lemma dbr:Stochastic_Processes_and_Their_Applications dbr:Theory_of_Probability_&_Its_Applications dbr:Stein_discrepancy dbr:The_Annals_of_Probability dbr:Poisson_process dbr:Probability_metric dbr:Zeitschrift_für_Wahrscheinlichkeitstheorie_und_verwandte_Gebiete dbr:Statistics_&_Probability_Letters |
| dbp:wikiPageUsesTemplate |
dbt:Citation_needed dbt:Cite_book dbt:Cite_journal dbt:Confuse dbt:More_footnotes dbt:Reflist |
| dct:subject |
dbc:Theory_of_probability_distributions dbc:Statistical_distance |
| rdf:type |
owl:Thing yago:WikicatStatisticalDistanceMeasures yago:Abstraction100002137 yago:Act100030358 yago:Action100037396 yago:Choice100161243 yago:Decision100162632 yago:Event100029378 yago:Maneuver100168237 yago:Measure100174412 yago:Move100165942 yago:PsychologicalFeature100023100 yago:YagoPermanentlyLocatedEntity |
| rdfs:comment |
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. (fr) 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. (en) 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。 (zh) |
| rdfs:label |
Méthode de Stein (fr) Stein's method (en) 斯坦方法 (zh) |
| owl:differentFrom |
dbr:Stein's_lemma |
| owl:sameAs |
freebase:Stein's method wikidata:Stein's method dbpedia-fr:Stein's method dbpedia-zh:Stein's method https://global.dbpedia.org/id/4vP9w |
| prov:wasDerivedFrom |
wikipedia-en:Stein's_method?oldid=1080968172&ns=0 |
| foaf:isPrimaryTopicOf |
wikipedia-en:Stein's_method |
| is dbo:wikiPageRedirects of |
dbr:Stein-Chen_method dbr:Stein-chen_method dbr:Stein−Chen_method dbr:Chen-Stein_method dbr:Chen-stein_method dbr:Chen−Stein_method |
| is dbo:wikiPageWikiLink of |
dbr:Zero_bias_transform dbr:Elizabeth_Meckes dbr:Louis_Chen_Hsiao_Yun dbr:Central_limit_theorem dbr:Normal_distribution dbr:Charles_M._Stein dbr:Poisson_point_process dbr:Sourav_Chatterjee dbr:Stein's_lemma dbr:Stein_discrepancy dbr:Stein-Chen_method dbr:Stein-chen_method dbr:Stein−Chen_method dbr:Chen-Stein_method dbr:Chen-stein_method dbr:Chen−Stein_method |
| is foaf:primaryTopic of |
wikipedia-en:Stein's_method |