Strengthened Chernoff-type variance bounds
Date
2014Author
Afendras, GeorgiosPapadatos, Nickos
ISSN
1350-7265Source
BernoulliVolume
20Issue
1Pages
245-264Google Scholar check
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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. © 2014 ISI/BS.