Teoriâ veroâtnostej i ee primeneniâ, Tome 36 (1991) no. 3, pp. 609-612
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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/
@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 -
%0 Journal Article
%A M. Freimer
%A G. S. Mudholkar
%T An analogue of Сhernoff–Вorovkov–Utev inequality and related characterization
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1991
%P 609-612
%V 36
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1991_36_3_a24/
%G en
%F TVP_1991_36_3_a24
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.
