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General characterization theorems based on versions of the Chernoff inequality and the Cox representation
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General characterization theorems based on versions of the Chernoff inequality and the Cox representation

Abdulghani A. Alharbi, D.N. Shanbhag and A. Afrah Alharbi
Journal of statistical planning and inference, Vol.55(2), pp.139-150
30/10/1996

Abstract

Characterizations of probability distributions Hazard measure, Cox's representation for a survivor function Poisson and normal distributions The Chernoff Inequality The Lagrangian identity

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