Reference : Leaving Gauss: extending Gaussian variance bounds to arbitrary targets
Scientific congresses and symposiums : Unpublished conference/Abstract
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/2268/204031
Leaving Gauss: extending Gaussian variance bounds to arbitrary targets
English
Clette, Emilie mailto [Université de Liège > Département de mathématique > Probabilités et statistique mathématique >]
Swan, Yvik mailto [Université de Liège > Département de mathématique > Probabilités et statistique mathématique >]
13-Oct-2016
The Gaussian distribution is remarkable in many ways, one of which being that many important identities and inequalities are most elegant when expressed with respect to a Gaussian measure. In this work we discuss how such results can be extended outside the Gaussian realm, particularly for gamma random variables. We also discuss extensions to the Pearson family of distributions.
No
Yes
International
24th Annual Meeting of the Belgian Statistical Society
du 12 octobre 2016 au 14 octobre 2016
Namur
Belgique
[en] Stein's method ; variance bounds
Professionals
http://hdl.handle.net/2268/204031

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