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Stein's lemma

name

Etymology

Named after Charles Stein.

Definitions

  1. A theorem giving a formula for the covariance of one random variable with the value of a…

    A theorem giving a formula for the covariance of one random variable with the value of a function of another, when the two random variables are jointly normally distributed.

The neighborhood

Vish — recursive loop

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sense glosses and etymology drawn from English Wiktionary · source · CC-BY-SA