کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1148927 | 957856 | 2006 | 25 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The heat equation and Stein's identity: Connections, applications
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: The heat equation and Stein's identity: Connections, applications The heat equation and Stein's identity: Connections, applications](/preview/png/1148927.png)
چکیده انگلیسی
This article presents two expectation identities and a series of applications. One of the identities uses the heat equation, and we show that in some families of distributions the identity characterizes the normal distribution. We also show that it is essentially equivalent to Stein's identity. The applications we have presented are of a broad range. They include exact formulas and bounds for moments, an improvement and a reversal of Jensen's inequality, linking unbiased estimation to elliptic partial differential equations, applications to decision theory and Bayesian statistics, and an application to counting matchings in graph theory. Some examples are also given.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 136, Issue 7, 1 July 2006, Pages 2254–2278
Journal: Journal of Statistical Planning and Inference - Volume 136, Issue 7, 1 July 2006, Pages 2254–2278
نویسندگان
L. Brown, A. DasGupta, L.R. Haff, W.E. Strawderman,