Article ID Journal Published Year Pages File Type
1148966 Journal of Statistical Planning and Inference 2011 4 Pages PDF
Abstract
Olkin and Shepp [2005, A matrix variance inequality. J. Statist. Plann. Inference 130, 351-358] presented a matrix form of Chernoff's inequality for Normal and Gamma (univariate) distributions. We extend and generalize this result, proving Poincaré-type and Bessel-type inequalities, for matrices of arbitrary order and for a large class of distributions.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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