Stein’s method for birth and death chains

@inproceedings{Holmes2004SteinsMF,
  title={Stein’s method for birth and death chains},
  author={Susan P. Holmes},
  year={2004}
}
This article presents a review of Stein's method applied to the case of discrete random variables. We attempt to complete one of Stein's open problems, that of providing a discrete version for chapter 6 of his book. This is illustrated by first studying the mechanics of comparison between two distributions whose characterizing operators are known, for example the binomial and the Poisson. Then the case where one of the distributions has an unknown characterizing operator is tackled. This is… 

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