Strengthened Chernoff-type variance bounds

作者：Afendras G^*; Papadatos N

来源：Bernoulli, 2014, 20(1): 245-264.

DOI：10.3150/12-BEJ484

• Chernoff-type variance bounds
• derivatives
• integrated Pearson family
• Rodrigues polynomials

Let X be an absolutely continuous random variable from the integrated Pearson family and assume that X has finite moments of any order. Using some properties of the associated orthonormal polynomial system, we provide a class of strengthened Chernoff-type variance bounds.

• 出版日期2014-2