General characterization theorems based on versions of the Chernoff inequality and the Cox representation

DOI10.1016/0378-3758(95)00191-3zbMath0929.62007OpenAlexW1999995270MaRDI QIDQ1817289

Abdulghani A. Alharbi, Damodar N. Shanbhag

Publication date: 31 January 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00191-3

zbMATH Keywords

characterizationPoisson distributionChernoff inequalitynormal distributionssurvivor functionhazard measureCox's representationLagrangian identity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT ⋮ An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds ⋮ A matrix variance inequality ⋮ Further results based on Chernoff-type inequalities ⋮ Some results on lower variance bounds useful in reliability modeling and estimation ⋮ General characterization theorems via the mean absolute deviation

Cites Work

• On upper bounds for the variance of functions of random variables
• On an inequality of Chernoff
• Characterization of a family of discrete distributions via a Chernoff type inequality
• Characterizations of distributions by variance bounds
• A note on an inequality involving the normal distribution
• An inequality for the multivariate normal distribution
• On upper and lower bounds for the variance of a function of a random variable
• On characterizations of distributions by mean absolute deviation and variance bounds
• On a Characterization of Poisson Distribution Through Inequalities of Chernoff-Type
• On an Inequality and a Related Characterization of the Normal Distribution
• Some new approaches to probability distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: General characterization theorems based on versions of the Chernoff inequality and the Cox representation