Clette, Emilie ; Université de Liège > Département de mathématique > Probabilités et statistique mathématique
Swan, Yvik ; Université de Liège > Département de mathématique > Probabilités et statistique mathématique
Language :
English
Title :
Leaving Gauss: extending Gaussian variance bounds to arbitrary targets
Publication date :
13 October 2016
Event name :
24th Annual Meeting of the Belgian Statistical Society
Event place :
Namur, Belgium
Event date :
du 12 octobre 2016 au 14 octobre 2016
By request :
Yes
Audience :
International
References of the abstract :
The Gaussian distribution is remarkable in many ways, one of which being that many important identities and inequalities are most elegant when expressed with respect to a Gaussian measure. In this work we discuss how such results can be extended outside the Gaussian realm, particularly for gamma random variables. We also discuss extensions to the Pearson family of distributions.
