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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.
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Empirical distribution of vector
Currently, I am reading about the empirical distribution and doubting a statement, which is my own intuition. Let's say we have a vector $\mathbf{x} \in \mathbb{R}^n$ converges in distribution to the …
2
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1
answer
300
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Stein's lemma for Gaussian variables proof
I am reading a paper (https://arxiv.org/abs/1001.3448) and they mentioned Stein's lemma (below) as a useful fact without proof, I also read the reference in the paper but I got nothing. Please help me …