Generalizing Stein's Lemma

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5 Pages Posted: 6 Apr 2016 Last revised: 13 Feb 2026

Moawia Alghalith

University of the West Indies (UWI)

Date Written: April 3, 2016

We generalize Stein's lemma. That is, we do not assume a specific probability distribution.

Keywords: Stein's Lemma, Probability Distribution, Exact Taylor Expansion, Variance, Covariance

JEL Classification: C0

Suggested Citation: Suggested Citation

Alghalith, Moawia, Generalizing Stein's Lemma (April 3, 2016). Available at SSRN: https://ssrn.com/abstract=2758304 or http://dx.doi.org/10.2139/ssrn.2758304

St. Augustine
Cave Hill Campus
868
Jamaica

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