شماره ركورد كنفرانس :
3735
عنوان مقاله :
On characterization of some distributions by variance bounds
پديدآورندگان :
Goodarzi Faranak f-goodarzi@kashanu.ac.ir University of Kashan
كليدواژه :
Variance bounds , Chernoff inequality , Inverse gamma distribution , Exp , uniform distribution , Exponentiated exponential distribution
عنوان كنفرانس :
اولين كنفرانس منطقه اي علوم رياضي و كاربردها
چكيده فارسي :
Cacoullos and Papathanasiou (1989) obtained a characterization for the distribution of a random variable via
w(.)-functions and the lower bounds for the variance of a given function of that random variable.
In this paper, on the basis of their work, we derive a characterization for the inverse gamma distribution, the
exp-uniform distribution and
the exponentiated exponential distribution. Moreover, in terms of generalization of Chernoff-type inequalities by Afendras et al. (2011), we find the lower bound for the
variance of a function of the inverse gamma random variable.