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Stein's lemma — 2 results found.

      
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On an Extension of Stein’s Lemma
C. R. Math. Rep. Acad. Sci. Canada Vol. 42 (2) 2020, pp. 25-28
Christian Genest (Received: 2020/06/15, Revised: 2020/06/15)

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An extension of Stein’s lemma to arbitrary random pairs was recently proposed in the preceding article. It is shown that this generalization is valid only for linear functions and hence trivial.

Une généralisation du lemme de Stein à toute paire d’aléas a récemment été proposée dans l’article précédent. On montre que cette extension n’est valable que pour les fonctions affines et qu’elle est donc triviale.

[Note: By special arrangement this article is open access]

Generalizing Stein’s Lemma
C. R. Math. Rep. Acad. Sci. Canada Vol. 42 (2) 2020, pp. 21-24
Moawia Alghalith (Received: 2020/02/19, Revised: 2020/04/28)

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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.

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