Charles Stein Approximate computation of expectations (Hayward, CA: Institute of Mathematical Statistics, 1986)

Approximate computation of expectations

Charles Stein

Series Editor: Shanti S. Gupta

Lecture Notes--Monograph Series, Volume 7
Hayward, CA: Institute of Mathematical Statistics, 1986.
180 pp.

Subjects:

60F05 (primary)
60C05 (secondary)
62E20 (secondary)

Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215466568
Mathmatical Reviews number (MathSciNet): MR882007
ISBN:0-940600-08-0

Miscellaneous Frontmatter

i-iii

Introduction

1-8

Chapter I. The basic approach

9-18

Chapter II. Continuation of the basic idea

19-32

Chapter III. A normal approximation theorem

33-42

Chapter IV. The number of ones in the binary expansion of a random integer

43-52

Chapter V. Heuristic treatment of the large deviations

53-58

Chapter VI. Sums of independent random variables with densities

59-68

Chapter VII. Counting Latin rectangles

69-80

Chapter VIII. Poisson approximations

81-94

Chapter IX. Sums of independent identically distributed random variables

95-104

Chapter X. Another abstract normal approximation theorem

105-110

Chapter XI. Improved results on the number of Latin rectangles

111-124

Chapter XII. Random allocations

125-126

Chapter XIII. An application to the theory of random graphs

137-144

Chapter XIV. A third abstract normal approximation theorem

145-152

Chapter XV. Summary

153-160

Bibliography

161-164

Approximate computation of expectations

Subjects:

Institute of Mathematical Statistics Lecture Notes - Monograph Series