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

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• 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

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