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Upper Bounds for Stein-Type Operators

  
@article{EJP479,
	author = {Fraser Daly},
	title = {Upper Bounds for Stein-Type Operators},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {13},
	year = {2008},
	keywords = {Stein-type operator; Stein's method; central limit theorem; Poisson-Charlier approximation; stochastic ordering},
	abstract = {We present sharp bounds on the supremum norm of $\mathcal{D}^jSh$ for $j\geq2$, where $\mathcal{D}$ is the differential operator and $S$ the Stein operator for the standard normal distribution.  The same method is used to give analogous bounds for the exponential, Poisson and geometric distributions, with $\mathcal{D}$ replaced by the forward difference operator in the discrete case.  We also discuss applications of these bounds to the central limit theorem, simple random sampling, Poisson-Charlier approximation and geometric approximation using stochastic orderings.},
	pages = {no. 20, 566-587},
	issn = {1083-6489},
	doi = {10.1214/EJP.v13-479},    
        url = {http://ejp.ejpecp.org/article/view/479}}