Publications and Preprints

On Stein's Identity and Its Application
Sudheesh Kumar Kattumannil
Stein's identity and its role in inference procedures have been discussed widely in literature. We extend the identity to a general framework using an absolutely continuous function $g(x)$ that characterizes the probability distributions. It is shown that some of the identities available in the literature are special cases of the proposed one. Further, we also discuss various applications of the proposed identity.

isid/ms/2008/05 [fulltext]

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