Characterizations of multidimensional exponential families by Cacoullos-type inequalities

Let the distribution of a random vector X belong to the multidimensional exponential family. A Cacoullos-type, lower-bound, inequality for the variance of g(X) is given, which is shown to characterize the exponential family.

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Year of publication:	1990
Authors:	Papathanasiou, V.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 35.1990, 1, p. 102-107
Publisher:	Elsevier
Keywords:	multidimensional exponential family variance lower bound characterizations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199483