Remark
Stein's Heuristic
Let $F$ be a random variable such that
\[
\mathbb{E}(f'(F)-Ff(f)) \approx 0
\]
for a large class of test functions $f$ we want to say that this is close to the standard Gaussian.
\[
L(F) \approx N(0,1)
\]
where $L$ denotes the Law of a random variable (cdf).
Used in
Dependency Graph
flowchart LR
classDef current fill:#6366f1,color:#fff,stroke:#4f46e5
n7e9ff904["Stein's Heuristic"]:::current
n19bfbd84["Stein's Equation"]
n7e9ff904 --> n19bfbd84
click n19bfbd84 "../objects/19bfbd84.html" "_self"