An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
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Publication:453284
DOI10.3150/10-BEJ282zbMath1345.60009arXiv1007.3662MaRDI QIDQ453284
V. Papathanasiou, Nickos Papadatos, Giorgos Afendras
Publication date: 19 September 2012
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.3662
orthogonal polynomials; completeness; Parseval identity; Fourier coefficients; variance bounds; Rodrigues-type formula; differences and derivatives of higher order; Rodrigues inversion formula; Stein-type identity
60E05: Probability distributions: general theory
42C05: Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis
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