Showing 2024 · math.PRShow all
2 papers · 2 filters
math.PR2024
Asymptotic expansions relating to the distribution of the product of correlated normal random variables
Robert E. Gaunt, Zixin Ye
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally…
math.PR2024
On Stein factors in Stein's method for normal approximation
Robert E. Gaunt
Building on the rather large literature concerning the regularity of the solution of the standard normal Stein equation, we provide a complete description of the best possible unif…