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.
Volume (Year): 35 (1990)
Issue (Month): 1 (October)
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