𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Chernoff-type inequality and variance bounds

✍ Scribed by B.L.S.Prakasa Rao; M. Sreehari

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
425 KB
Volume
63
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.

✦ Synopsis

After a brief review of the work on Chemoff-type inequalities, bounds for the variance of functions g(X, Y) of a bivariate random vector (X, Y) are derived when the marginal distribution of X is normal, gamma, binomial, negative binomial or Poisson assuming that the variance of g(X, Y) is finite. These results follow as a consequence of Chemoff inequality, Stein-identity for the normal distribution and their analogues for other distributions as obtained by Cacoullos, Papathanasiou, Prakasa Rao, Sreehari among others. Some interesting inequalities in real analysis are derived as special cases. @ 1997 Elsevier Science B.V.

πŸ“œ SIMILAR VOLUMES

Further results based on Chernoff-type i
Further results based on Chernoff-type inequalities
✍ G.R. Mohtashami Borzadaran; D.N. Shanbhag πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 428 KB

In this paper, we address questions dealing with characterizations based on Chernoff-type moment inequalities and their variants and establish, via the approach of Alharbi and Shanbhag [(1996)

New bounds for the first inequality of O
New bounds for the first inequality of Ostrowski-GrΓΌss type and applications
✍ N. UjeviΔ‡ πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 325 KB

## Some new bounds for the first inequality of Ostrowsld-Griiss type are derived. These new bounds can be much better than some recently obtained bounds. Applications in numerical integration are also given.