A note on Stein equation for weighted sums of independent $\chi^{2}$ distributions
Probability
2020-02-25 v1 Statistics Theory
Statistics Theory
Abstract
This note provides the Stein equation for weighted sums of independent distributions.
Cite
@article{arxiv.2002.09484,
title = {A note on Stein equation for weighted sums of independent $\chi^{2}$ distributions},
author = {Xiaohui Chen and Partha Dey},
journal= {arXiv preprint arXiv:2002.09484},
year = {2020}
}