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Teoriya Veroyatnostei i ee Primeneniya, 1991, Volume 36, Issue 3, Pages 609–612
(Mi tvp1734)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
An analogue of Ñhernoff–Âorovkov–Utev inequality and related characterization
M. Freimer, G. S. Mudholkar
Abstract:
Chernoff–Borovkov–Utev inequality, which bounds the variances of functions of normal random variables, also characterizes normality. We present an inequality for the mean deviations of functions of random variables and demonstrate that it characterizes Laplace's double exponential distribution.
Received: 24.04.1989
Citation:
M. Freimer, G. S. Mudholkar, “An analogue of Ñhernoff–Âorovkov–Utev inequality and related characterization”, Teor. Veroyatnost. i Primenen., 36:3 (1991), 609–612; Theory Probab. Appl., 36:3 (1991), 589–592
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https://www.mathnet.ru/eng/tvp1734 https://www.mathnet.ru/eng/tvp/v36/i3/p609
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