Stein-Chen method (source code)

= Stein-Chen method
{c}

The Stein-Chen method compares an integer-valued count with a <Poisson distribution> by solving the <Poisson Stein equation> and estimating its <expectation> at the count. For sums of <indicator random variables>, dependency neighborhoods expose local overlap errors. This gives <total variation distance> bounds without having to compute the entire count distribution.