Let X₁, X₂,... be a sequence of independent, identically distributed random variables. Let vp be a geometric random variable with parameter p ∈ (0, 1), independent of all Xj, j ≥ 1. Assume that φ : ℕ ...
In this paper, we extend Stein's method to the distribution of the product of n independent mean zero normal random variables. A Stein equation is obtained for this class of distributions, which ...
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