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Charles M. Stein

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A bound for the error in the normal approximation to the distribution of a sum of dependent random variables, Sixth Berkeley Stanford Symposium, pages 583-602.
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that does not require the variables to be independent and identically distributed. He was a member of the
625: 199:(March 22, 1920 – November 24, 2016) was an American mathematical statistician and professor of 478: 251: 421: 353: 44: 329: 235: 61: 466: 408: 340: 259: 223: 145: 585: 580: 535: 8: 298: 211: 204: 172: 141: 129: 317: 227: 108: 503: 488: 255: 521: 375: 483: 307: 239: 179: 247: 231: 436:"Charles M. Stein, extraordinary statistician and anti-war activist, dies at 96" 531: 574: 515: 447: 312: 293: 238:
estimates can be uniformly improved when many parameters are estimated; for
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with the value of a function of another when the two random variables are
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before moving permanently to Stanford in 1953. He is known for
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This article about a statistician from the United States is a
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National University of Singapore Program Honoring Prof. Stein
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Members of the United States National Academy of Sciences
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Stanford University Department of Statistics faculty
572: 555: 266:. He died in November 2016 at the age of 96. 606:University of California, Berkeley faculty 562: 548: 438:. Stanford News Service. December 1, 2016. 311: 258:, a way of proving theorems such as the 80:Learn how and when to remove this message 43:This article includes a list of general 291: 276:Approximate Computation of Expectations 14: 573: 509: 29: 616:American mathematical statisticians 294:"A Conversation with Charles Stein" 24: 49:it lacks sufficient corresponding 25: 637: 520: 514: 210:He received his Ph.D in 1947 at 34: 218:. He held faculty positions at 494:Stein's unbiased risk estimate 428: 390: 368: 13: 1: 611:University of Chicago faculty 452:Mathematics Genealogy Project 361: 285: 534:. You can help Knowledge by 264:National Academy of Sciences 252:jointly normally distributed 18:Charles Stein (statistician) 7: 472: 292:DeGroot, Morris H. (1986). 242:, giving a formula for the 10: 642: 591:Columbia University alumni 508: 190: 178: 168: 158: 151: 137: 116: 101: 94: 269: 64:more precise citations. 416:Cite journal requires 348:Cite journal requires 236:ordinary least squares 479:James–Stein estimator 313:10.1214/ss/1177013517 260:Central Limit Theorem 224:University of Chicago 146:University of Chicago 27:American statistician 621:People from Brooklyn 462:Photograph of Stein 386:(1). February 2012. 380:Statistical Science 299:Statistical Science 234:, which shows that 212:Columbia University 205:Stanford University 173:Stanford University 142:Columbia University 130:Fremont, California 626:Statistician stubs 467:Another photograph 109:Brooklyn, New York 543: 542: 504:Stein discrepancy 197:Charles Max Stein 194: 193: 153:Scientific career 121:November 24, 2016 90: 89: 82: 16:(Redirected from 633: 564: 557: 550: 526: 525: 524: 518: 510: 448:Charles M. Stein 440: 439: 432: 426: 425: 419: 414: 412: 404: 402: 394: 388: 387: 372: 357: 351: 346: 344: 336: 334: 325: 315: 180:Doctoral advisor 126: 124: 96:Charles M. Stein 92: 91: 85: 78: 74: 71: 65: 60:this article by 51:inline citations 38: 37: 30: 21: 641: 640: 636: 635: 634: 632: 631: 630: 571: 570: 569: 568: 519: 513: 475: 444: 443: 434: 433: 429: 417: 415: 406: 405: 400: 396: 395: 391: 374: 373: 369: 364: 349: 347: 338: 337: 332: 328: 288: 272: 248:random variable 232:decision theory 228:Stein's paradox 144: 138:Alma mater 133: 127: 125:(aged 96) 122: 120: 112: 106: 97: 86: 75: 69: 66: 56:Please help to 55: 39: 35: 28: 23: 22: 15: 12: 11: 5: 639: 629: 628: 623: 618: 613: 608: 603: 598: 593: 588: 583: 567: 566: 559: 552: 544: 541: 540: 527: 507: 506: 501: 496: 491: 489:Stein's method 486: 481: 474: 471: 470: 469: 464: 459: 454: 442: 441: 427: 418:|journal= 389: 366: 365: 363: 360: 359: 358: 350:|journal= 326: 306:(4): 454–462. 287: 284: 283: 282: 279: 271: 268: 256:Stein's method 192: 191: 188: 187: 182: 176: 175: 170: 166: 165: 160: 156: 155: 149: 148: 139: 135: 134: 128: 118: 114: 113: 107: 105:March 22, 1920 103: 99: 98: 95: 88: 87: 42: 40: 33: 26: 9: 6: 4: 3: 2: 638: 627: 624: 622: 619: 617: 614: 612: 609: 607: 604: 602: 599: 597: 594: 592: 589: 587: 584: 582: 579: 578: 576: 565: 560: 558: 553: 551: 546: 545: 539: 537: 533: 528: 523: 517: 512: 511: 505: 502: 500: 497: 495: 492: 490: 487: 485: 484:Stein's lemma 482: 480: 477: 476: 468: 465: 463: 460: 458: 455: 453: 449: 446: 445: 437: 431: 423: 410: 399: 393: 385: 381: 377: 371: 367: 355: 342: 331: 327: 323: 319: 314: 309: 305: 301: 300: 295: 290: 289: 280: 277: 274: 273: 267: 265: 261: 257: 253: 249: 245: 241: 240:Stein's lemma 237: 233: 229: 225: 221: 217: 214:with advisor 213: 208: 206: 202: 198: 189: 186: 183: 181: 177: 174: 171: 167: 164: 161: 157: 154: 150: 147: 143: 140: 136: 131: 119: 115: 110: 104: 100: 93: 84: 81: 73: 70:February 2013 63: 59: 53: 52: 46: 41: 32: 31: 19: 536:expanding it 529: 499:Stein's loss 430: 409:cite journal 392: 383: 379: 370: 341:cite journal 303: 297: 275: 216:Abraham Wald 209: 196: 195: 185:Abraham Wald 169:Institutions 152: 123:(2016-11-24) 76: 67: 48: 586:2016 deaths 581:1920 births 62:introducing 575:Categories 362:References 286:Interviews 254:; and for 244:covariance 201:statistics 163:Statistics 45:references 473:See also 222:and the 220:Berkeley 450:at the 322:2245793 246:of one 58:improve 320:  159:Fields 132:, U.S. 111:, U.S. 47:, but 401:(PDF) 333:(PDF) 318:JSTOR 270:Works 532:stub 422:help 354:help 117:Died 102:Born 308:doi 230:in 207:. 203:at 577:: 413:: 411:}} 407:{{ 384:27 382:. 378:. 345:: 343:}} 339:{{ 316:. 302:. 296:. 563:e 556:t 549:v 538:. 424:) 420:( 403:. 356:) 352:( 335:. 324:. 310:: 304:1 83:) 77:( 72:) 68:( 54:. 20:)

Index

Charles Stein (statistician)
references
inline citations
improve
introducing
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Brooklyn, New York
Fremont, California
Columbia University
University of Chicago
Statistics
Stanford University
Doctoral advisor
Abraham Wald
statistics
Stanford University
Columbia University
Abraham Wald
Berkeley
University of Chicago
Stein's paradox
decision theory
ordinary least squares
Stein's lemma
covariance
random variable
jointly normally distributed
Stein's method
Central Limit Theorem
National Academy of Sciences

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