Stein's method

Stein's method is a mathematical technique used to assess how close a complex probability distribution is to a well-understood one, like the normal (bell curve) distribution. It works by choosing a test function and seeing how the expected value (average outcome) changes when applied to different distributions. If the difference is small, the distributions are similar; if not, they are different. This method provides a systematic way to quantify approximation errors, making it valuable in statistics and probability for understanding the accuracy of models and predictions.