On an Inequality of Chernoff

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August, 1985 On an Inequality of Chernoff

Chris A. J. Klaassen

Ann. Probab. 13(3): 966-974 (August, 1985). DOI: 10.1214/aop/1176992917

Abstract

An inequality due to Chernoff is generalized and a related Cramer-Rao type of inequality is studied.

Chris A. J. Klaassen. "On an Inequality of Chernoff." Ann. Probab. 13 (3) 966 - 974, August, 1985. https://doi.org/10.1214/aop/1176992917

Published: August, 1985

First available in Project Euclid: 19 April 2007

MathSciNet: MR799431

Digital Object Identifier: 10.1214/aop/1176992917

Subjects:

Primary: 60E15

Secondary: 26D10

Keywords: Cauchy-Schwarz inequality , Cramer-Rao inequality , Inequality of Chernoff

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Vol.13 • No. 3 • August, 1985

Institute of Mathematical Statistics