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http://dx.doi.org/10.4134/JKMS.2002.39.4.495

EXPONENTIAL FAMILIES RELATED TO CHERNOFF-TYPE INEQUALITIES  

Bor, G.R.Mohtashami (Department of Mathematics and Statistics, Faculty of Science, University of Birjand)
Publication Information
Journal of the Korean Mathematical Society / v.39, no.4, 2002 , pp. 495-507 More about this Journal
Abstract
In this paper, the characterization results related to Chernoff-type inequalities are applied for exponential-type (continuous and discrete) families. Upper variance bound is obtained here with a slightly different technique used in Alharbi and Shanbhag [1] and Mohtashami Borzadaran and Shanbhag [8]. Some results are shown with assuming measures such as non-atomic measure, atomic measure, Lebesgue measure and counting measure as special cases of Lebesgue-Stieltjes measure. Characterization results on power series distributions via Chernoff-type inequalities are corollaries to our results.
Keywords
Chernoff-type inequalities; covariance identities; characterization; upper variance bound; variance inequality; exponential families;
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