On Some Inequalities of Chernoff–Borovkov–Utev Type for Circular Distributions

B. L. S. Prakasa Rao ()
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B. L. S. Prakasa Rao: University of Hyderabad, Department of Mathematics and Statistics

Chapter Chapter 16 in Advances in Directional and Linear Statistics, 2011, pp 235-251 from Springer

Abstract: Abstract We discuss some classical inequalities such as Wirtinger inequality and weighted Wirtinger type inequality for 2π-periodic functions and study their applications for obtaining Chernoff–Borovkov–Utev type inequalities for probability distributions with support [0, 2π]. In addition we derive Chernoff type inequalities for the wrapped normal distribution and von-Mises distribution.

Keywords: Continuous Function; Probability Density Function; Fisher Information; Type Inequality; Logarithmic Sobolev Inequality (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2628-9_16

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DOI: 10.1007/978-3-7908-2628-9_16

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