Browsing by Subject "Integrated Pearson family"

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    • Article  

      On matrix variance inequalities 

      Afendras, Georgios; Papadatos, Nickos (2011)
      Olkin and Shepp [2005, A matrix variance inequality. J. Statist. Plann. Inference 130, 351-358] presented a matrix form of Chernoff's inequality for Normal and Gamma (univariate) distributions. We extend and generalize ...
    • Article  

      Strengthened Chernoff-type variance bounds 

      Afendras, Georgios; Papadatos, Nickos (2014)
      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 ...