A First-Order Stein Characterization for Absolutely Continuous Bivariate Distributions
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...
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| Main Authors: | , , |
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| Format: | text |
| Published: |
Archīum Ateneo
2023
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| Subjects: | |
| Online Access: | https://archium.ateneo.edu/mathematics-faculty-pubs/244 https://doi.org/10.1080/03610926.2023.2250485 |
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| Institution: | Ateneo De Manila University |