Stein's lemma

proper noun

A theorem giving a formula for the covariance of one random variable with the value of a function of another, when the two random variables are jointly normally distributed.

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Meanings

proper noun
  1. mathematicsA theorem giving a formula for the covariance of one random variable with the value of a function of another, when the two random variables are jointly normally distributed.

Origin

Named after Charles Stein.

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Cite this entry
APA

Stein's lemma. (n.d.). In WatkinsX Dictionary. Retrieved November 2, 2026, from https://dictionary.watkinsx.com/word/Stein's%20lemma

MLA

“Stein's lemma.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Stein's%20lemma. Accessed November 2, 2026.

Chicago

WatkinsX Dictionary, s.v. “Stein's lemma,” accessed November 2, 2026, https://dictionary.watkinsx.com/word/Stein's%20lemma.

Source: Stein's lemma on Wiktionary, CC BY-SA 4.0.