Abstract
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.
Citation
G. Afendras. N. Papadatos. "Strengthened Chernoff-type variance bounds." Bernoulli 20 (1) 245 - 264, February 2014. https://doi.org/10.3150/12-BEJ484
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