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EXPONENTIAL FAMILIES RELATED TO CHERNOFF-TYPE INEQUALITIES

  • Bor, G.R.Mohtashami (Department of Mathematics and Statistics, Faculty of Science, University of Birjand)
  • 발행 : 2002.07.01

초록

In this paper, the characterization results related to Chernoff-type inequalities are applied for exponential-type (continuous and discrete) families. Upper variance bound is obtained here with a slightly different technique used in Alharbi and Shanbhag [1] and Mohtashami Borzadaran and Shanbhag [8]. Some results are shown with assuming measures such as non-atomic measure, atomic measure, Lebesgue measure and counting measure as special cases of Lebesgue-Stieltjes measure. Characterization results on power series distributions via Chernoff-type inequalities are corollaries to our results.

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참고문헌

  1. J. Statist. Plann. Inference v.55 General characterization theorem based on versions of the Chernoff inequality and the Cox representation A.A.G.Alharbi;D.N.Shanbhag https://doi.org/10.1016/0378-3758(95)00191-3
  2. Statist. Probab. Lett. v.3 On upper bounds for the variance of a function of a random variable T. Cacoullos;V. Papathanasiou https://doi.org/10.1016/0167-7152(85)90014-8
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  9. Probability and statistical Models with applications Unified variance bounds and a Stein-type identity N. Papadatos;V. Papathanasiou;Charalambides, C.A.(ed.);Koutras, M.V.(ed.)Balakrishnan, N.(ed.)
  10. Sankhya Ser. v.A55 Characterizations of power series and factorial series distributions V. Papathanasiou
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피인용 문헌

  1. On generalized moment identity and its applications: a unified approach vol.50, pp.5, 2016, https://doi.org/10.1080/02331888.2015.1119150