How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
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Publication:5086995
DOI10.1017/jpr.2021.61zbMath1492.60040OpenAlexW4206420010MaRDI QIDQ5086995
Publication date: 8 July 2022
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2021.61
hazard raterisk measuresweighted distributionvariance identityprobabilistic mean value theoremStein-type covariance identity
Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Risk models (general) (91B05)
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