| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153587 | Statistics & Probability Letters | 2009 | 6 Pages |
Abstract
Stein’s identity and its role in inference procedures has been widely discussed in the literature. In this paper, we provide a generalization of this identity applicable to a general class of distributions. We derive several existing results as special cases of our general identity and discuss some applications.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Sudheesh Kumar Kattumannil,