On an Inequality and a Related Characterization of the Normal Distribution
From MaRDI portal
Publication:3316284
DOI10.1137/1128021zbMath0533.60024OpenAlexW1969846173MaRDI QIDQ3316284
S. A. Utev, Aleksandr A. Borovkov
Publication date: 1984
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1128021
Related Items (29)
A generalization of Chernoff inequality via stochastic analysis ⋮ Another characterization of multivariate normal distribution ⋮ Parametric Stein operators and variance bounds ⋮ Variance inequalities for functions of Gaussian variables ⋮ On Stein's method for multivariate self-decomposable laws with finite first moment ⋮ Isoperimetric constants for product probability measures ⋮ Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT ⋮ Chernoff-type inequality and variance bounds ⋮ A new characterization of the normal law ⋮ Characterizations of distributions by variance bounds ⋮ First-order covariance inequalities via Stein's method ⋮ A new powerful version of the BUS test of normality ⋮ Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs ⋮ On an inequality and the related characterization of the gamma distribution ⋮ An extension of the information inequality and related characterizations ⋮ A bound on the Wasserstein-2 distance between linear combinations of independent random variables ⋮ Lower variance bounds and a new proof of the central limit theorem ⋮ On characterizations of distributions by mean absolute deviation and variance bounds ⋮ Exploring the statistical applicability of the Poincaré inequality: a test of normality ⋮ A matrix variance inequality ⋮ A new method for bounding rates of convergence of empirical spectral distributions ⋮ Nonlinear principal components. II: Characterization of normal distributions ⋮ Characterizations of multidimensional exponential families by Cacoullos- type inequalities ⋮ Further results based on Chernoff-type inequalities ⋮ General characterization theorems based on versions of the Chernoff inequality and the Cox representation ⋮ Some results on lower variance bounds useful in reliability modeling and estimation ⋮ Existence of Stein kernels under a spectral gap, and discrepancy bounds ⋮ General characterization theorems via the mean absolute deviation ⋮ Characterization of Continuous Distributions by Variance Bound and Its Implications to Reliability Modeling and Catastrophe Theory
This page was built for publication: On an Inequality and a Related Characterization of the Normal Distribution