A First-Order Stein Characterization for Absolutely Continuous Bivariate Distributions

• Main Authors: Umali, Lester Charles A., Eden, Richard B., Teng, Timothy Robin Y.
• Format: text
• Published: Archīum Ateneo 2023
• Subjects: bivariate distributions; Bivariate normal; Stein characterization; Physical Sciences and Mathematics; Statistics and Probability
• Online Access: https://archium.ateneo.edu/mathematics-faculty-pubs/244; https://doi.org/10.1080/03610926.2023.2250485
• Institution: Ateneo De Manila University

A random variable X has a standard normal distribution if and only if (Formula presented.) for any continuous and piecewise continuously differentiable function f such that the expectations exist. This first-order characterizing equation, called the Stein identity, has been extended to other univari...