This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 3.0 Unported License
Stein's lemma, named in honor of Charles Stein, is a theorem of probability theory that is of interest primarily because of its applications to statistical inference — in particular, to James–Stein estimation and empirical Bayes methods — and its applications to portfolio choice theory. The theorem gives 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.
| Property | Value |
|---|---|
| dbo:abstract |
|
| dbo:wikiPageID |
|
| dbo:wikiPageLength |
|
| dbo:wikiPageRevisionID |
|
| dbo:wikiPageWikiLink |
|
| dbp:wikiPageUsesTemplate | |
| dct:subject | |
| gold:hypernym | |
| rdf:type | |
| rdfs:comment |
|
| rdfs:label |
|
| owl:sameAs | |
| prov:wasDerivedFrom | |
| foaf:isPrimaryTopicOf | |
| is dbo:wikiPageRedirects of | |
| is dbo:wikiPageWikiLink of | |
| is owl:differentFrom of | |
| is foaf:primaryTopic of |