An analogue of Сhernoff–Вorovkov–Utev inequality and related characterization
Teoriâ veroâtnostej i ee primeneniâ, Tome 36 (1991) no. 3, pp. 609-612
Chernoff–Borovkov–Utev inequality, which bounds the variances of functions of normal random variables, also characterizes normality. We present an inequality for the mean deviations of functions of random variables and demonstrate that it characterizes Laplace's double exponential distribution.
@article{TVP_1991_36_3_a24,
author = {M. Freimer and G. S. Mudholkar},
title = {An analogue of {{\CYRS}hernoff{\textendash}{\CYRV}orovkov{\textendash}Utev} inequality and related characterization},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {609--612},
year = {1991},
volume = {36},
number = {3},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1991_36_3_a24/}
}
TY - JOUR AU - M. Freimer AU - G. S. Mudholkar TI - An analogue of Сhernoff–Вorovkov–Utev inequality and related characterization JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1991 SP - 609 EP - 612 VL - 36 IS - 3 UR - http://geodesic.mathdoc.fr/item/TVP_1991_36_3_a24/ LA - en ID - TVP_1991_36_3_a24 ER -
M. Freimer; G. S. Mudholkar. An analogue of Сhernoff–Вorovkov–Utev inequality and related characterization. Teoriâ veroâtnostej i ee primeneniâ, Tome 36 (1991) no. 3, pp. 609-612. http://geodesic.mathdoc.fr/item/TVP_1991_36_3_a24/