Stokes' theorem, Stein's identity and completeness

Dominique Fourdrinier, William E. Strawderman

Research output: Contribution to journalArticlepeer-review

Abstract

We study the relation between Stein's theorem and Stokes' theorem (or the divergence theorem) and show, using completeness of certain exponential families, that they are equivalent, in a certain sense, by using each to prove a version of the other.

Original languageEnglish (US)
Pages (from-to)224-231
Number of pages8
JournalStatistics and Probability Letters
Volume109
DOIs
StatePublished - Feb 1 2016

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • Integration by slices
  • Minimax estimation
  • P-variate normal distribution
  • Stein's identity
  • Stokes' theorem

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