2 papers
math.PR2026
Representations of solutions to Stein equations and their derivatives
Ferdinand Rapin, Yvik Swan
We propose pointwise representation of the Stein solution to a first-order Stein equation associated with an univariate absolutely continuous distribution. The representation exten…
math.PR2026
Explicit Gamma-Stein Bounds for Satterthwaite's Approximation
Gabriel Bailly, Ferdinand Rapin, Yvik Swan +1
We derive explicit Gamma--Stein bounds for the Satterthwaite approximation of weighted sums of independent chi-square random variables and, more generally, of independent Gamma ran…