Generalizing Stein’s Lemma
C. R. Math. Rep. Acad. Sci. Canada Vol. 42 (2) 2020, pp. 21-24
May 16, 2020
Moawia Alghalith,Department of Economics, University of the West Indies, St. Augustine, Trinidad; e-mail: malghalith@gmail.com
Abstract/Résumé:
We generalize Stein’s lemma. That is, we do not assume a specific probability distribution. We also provide new additional results for the covariance and the variance.
Nous généralisons le lemme de Stein. Autrement dit, nous ne supposons pas une distribution de probabilité spécifique. Nous fournissons également de nouveaux résultats supplémentaires pour la covariance et la variance.
Keywords: Stein's lemma, covariance, exact Taylor expansion, probability distribution, variance
AMS Subject Classification: Exact distribution theory 62E15
PDF(click to download):
Generalizing Stein's Lemma
AMS Subject Classification: Exact distribution theory 62E15
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