| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1148966 | Journal of Statistical Planning and Inference | 2011 | 4 Pages |
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
Authors
G. Afendras, N. Papadatos,