On Stein Identity, Chernoff Inequality, and Orthogonal Polynomials

DOI10.1080/03610920903068166zbMath1206.60023OpenAlexW1973560137MaRDI QIDQ2786245

Zhengyuan Wei, Tai-Fu Li, Xin Sheng Zhang

Publication date: 21 September 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903068166

zbMATH Keywords

orthogonal polynomialsRodrigues formulaChernoff inequalitypositive semi-definite matrixStein identity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• Unnamed Item
• On an inequality of Chernoff
• A note on an inequality involving the normal distribution
• On upper and lower bounds for the variance of a function of a random variable
• Siegel's formula via Stein's identities
• Variance inequalities for functions of Gaussian variables
• Chernoff-type inequality and variance bounds
• Stochastic processes and orthogonal polynomials
• A matrix variance inequality
• Distributional transformations, orthogonal polynomials, and Stein characterizations
• Orthogonal polynomials

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