Abstract
An inequality due to Chernoff is generalized and a related Cramer-Rao type of inequality is studied.
Citation
Chris A. J. Klaassen. "On an Inequality of Chernoff." Ann. Probab. 13 (3) 966 - 974, August, 1985. https://doi.org/10.1214/aop/1176992917
Information
Published: August, 1985
First available in Project Euclid: 19 April 2007
zbMATH: 0576.60015
MathSciNet: MR799431
Digital Object Identifier: 10.1214/aop/1176992917
Subjects:
Primary:
60E15
Secondary:
26D10
Keywords:
Cauchy-Schwarz inequality
,
Cramer-Rao inequality
,
Inequality of Chernoff
Rights: Copyright © 1985 Institute of Mathematical Statistics
