J. Korean Math. Soc. 2002; 39(4): 495-507
Printed July 1, 2002
Copyright © The Korean Mathematical Society.
G. R. Mohtashami Borzadaran
University of Birjand
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
MSC numbers: Primary 62E10; Secondary 60E05, 60E15
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