Strengthened Chernoff-type variance bounds
Methodology
2016-11-18 v4
Abstract
Let be an absolutely continuous random variable from the integrated Pearson family and assume that has finite moments of any order. Using some properties of the associated orthonormal polynomial system, we provide a class of strengthened Chernoff-type variance bounds.
Cite
@article{arxiv.1107.1754,
title = {Strengthened Chernoff-type variance bounds},
author = {G. Afendras and N. Papadatos},
journal= {arXiv preprint arXiv:1107.1754},
year = {2016}
}
Comments
Published in at http://dx.doi.org/10.3150/12-BEJ484 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)