General characterization theorems based on versions of the Chernoff inequality and the Cox representation

DOI10.1016/0378-3758(95)00191-3zbMATH Open0929.62007OpenAlexW1999995270MaRDI QIDQ1817289FDOQ1817289

Authors Abdulghani A. Alharbi, Damodar 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

Poisson distributioncharacterizationChernoff inequalitynormal distributionssurvivor functionhazard measureCox's representationLagrangian identity

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

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• scientific article; zbMATH DE number 495889 (Why is no real title available?)
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• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
• A note on an inequality involving the normal distribution
• An inequality for the multivariate normal distribution
• Characterization of a family of discrete distributions via a Chernoff type inequality
• Characterizations of distributions by variance bounds
• On a Characterization of Poisson Distribution Through Inequalities of Chernoff-Type
• On an Inequality and a Related Characterization of the Normal Distribution
• On an inequality of Chernoff
• On characterizations of distributions by mean absolute deviation and variance bounds
• On upper and lower bounds for the variance of a function of a random variable
• On upper bounds for the variance of functions of random variables
• Some new approaches to probability distributions

Cited in

(7)

• Further results based on Chernoff-type inequalities
• An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
• A matrix variance inequality
• Computer Performance Evaluation. Modelling Techniques and Tools
• General characterization theorems via the mean absolute deviation
• Some results on lower variance bounds useful in reliability modeling and estimation
• Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT

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