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• W2912142539 abstract "We provide a general result for finding Stein operators for the product of two independent random variables whose Stein operators satisfy a certain assumption, extending a recent result of Gaunt, Mijoule and Swan cite{gms18}. This framework applies to non-centered normal and non-centered gamma random variables, as well as a general sub-family of the variance-gamma distributions. Curiously, there is an increase in complexity in the Stein operators for products of independent normals as one moves, for example, from centered to non-centered normals. As applications, we give a simple derivation of the characteristic function of the product of independent normals, and provide insight into why the probability density function of this distribution is much more complicated in the non-centered case than the centered case." @default.
• W2912142539 created "2019-02-21" @default.
• W2912142539 creator A5077276149 @default.
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• W2912142539 date "2019-01-31" @default.
• W2912142539 modified "2023-09-27" @default.
• W2912142539 title "Some new Stein operators for product distributions" @default.
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• W2912142539 hasPublicationYear "2019" @default.
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