Abstract
Methodological aspects of the Stein method are exceptionally well discussed in the literature, and for more advanced applications the reader is advised to consult the books and papers referenced at the end of this chapter. Here we present just a basic idea of how the method works for the normal approximation and a short introduction to lattice random variables. On the other hand, we include some results that might be viewed as complementary material to the standard textbooks on Stein’s method.
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Čekanavičius, V. (2016). The Stein Method. In: Approximation Methods in Probability Theory. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-34072-2_11
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