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[School of Natural Sciences PhD Scholarships] Distributional Approximation by Stein's Method

Closes:

Salary: £21,805 per year

66

About the Project

Stein's method is a powerful (and elegant) technique for deriving bounds on the distance between two probability distributions with respect to a probability metric. Such bounds are of interest, for example, in statistical inference when sample sizes are small; indeed, obtaining bounds on the rate of convergence of the central limit theorem was one of the most important problems in probability theory in the first half of the 20th century.

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