This blog post provides an overview of the Stein's method which was first introduced in Stein's seminal paper[1] published in 1972.
- 1.Stein, C. (1972). A bound for the error in the normal approximation to the distribution of a sum of dependent random variables. Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume 2. University of California Press. pp. 583–602. ↩︎