Yu. V. Prokhorov, O. V. Viskov, V. I. Khokhlov, “Analogues of the Chernoff inequality for negative binomial ditribution”, Teor. Veroyatnost. i Primenen., 2005, Volume 50, Issue 2,Pages <nobr>379

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Analogues of the Chernoff inequality for negative binomial ditribution

Yu. V. Prokhorov, O. V. Viskov, V. I. Khokhlov

Steklov Mathematical Institute, Russian Academy of Sciences

Abstract: Analogues of the isoperimetric Chernoff inequality for a negative binomial distribution are obtained.

Keywords: negative binomial distribution, Pascal distribution, moment inequalities, factorial-power binomials, polynomials orthogonal with respect to a negative binomial distribution (Pascal's).

Received: 20.04.2005

DOI: 10.4213/tvp115