BOUNDS FOR CHARACTERISTIC FUNCTIONS AND LAPLACE TRANSFORMS OF PROBABILITY DISTRIBUTIONS

作者：Zhang Z^*

来源：Theory of Probability and Its Applications, 2012, 56(2): 350-358.

DOI：10.1137/S0040585X97985479

• characteristic function
• Laplace transform
• lattice distribution
• Fisher information
• inequality

By use of a generalization of the Cramer-Rao-type inequality, we establish several inequalities relating characteristic functions and Laplace transforms of lattice distributions. We also indicate how the results can be directly adapted to continuous cases and illustrate some applications.

• 出版日期2012