Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT

DOI10.1016/S0378-3758(97)00008-6zbMath0922.62009OpenAlexW2010460668MaRDI QIDQ1372400

V. Papathanasiou, Theophilos Cacoullos

Publication date: 17 October 1999

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00008-6

zbMATH Keywords

characterizationsfunctions of random variablesabsolute continuityvariance bounds

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Related Items (17)

On upper bounds for the variance of functions of random variables with weighted distributions ⋮ On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality ⋮ On infinite covariance expansions ⋮ Optimal nonlinear transformations of random variables ⋮ Characterization of discrete distributions by conditional variance ⋮ On lower bounds for the variance of functions of random variables. ⋮ Translated Poisson approximation using exchangeable pair couplings ⋮ Exploring the statistical applicability of the Poincaré inequality: a test of normality ⋮ Characterization of continuous distributions by properties of conditional variance ⋮ A matrix variance inequality ⋮ Functional inequalities for discrete gradients and application to the geometric distribution ⋮ Bounds for means and variances of progressive type II censored order statistics ⋮ Characterizing Discrete Life Distributions by Properties of Reversed Variance Residual life ⋮ 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 ⋮ Characterization of Continuous Distributions by Variance Bound and Its Implications to Reliability Modeling and Catastrophe Theory

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