A characterization of the Pearson system of distributions and the associated orthogonal polynomials
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Publication:1895446
DOI10.1007/BF00773421zbMath0822.62007MaRDI QIDQ1895446
Publication date: 18 October 1995
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
characterizationclassical orthogonal polynomialsconditional momentsvariance bounds\(w\)-functionPearson system of distributions
Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Characterization and structure theory of statistical distributions (62E10)
Related Items (5)
First-order covariance inequalities via Stein's method ⋮ Unified extension of variance bounds for integrated Pearson family ⋮ An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds ⋮ On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities ⋮ Moment-Based Inference for Pearson's QuadraticqSubfamily of Distributions
Cites Work
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- On upper bounds for the variance of functions of random variables
- Variance bounds by a generalization of the Cauchy-Schwarz inequality
- Characterizations of distributions by variance bounds
- On characterizations of distributions by mean absolute deviation and variance bounds
- Characterization of the Pearson family of distributions
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