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On Some Inequalities of Chernoff–Borovkov–Utev Type for Circular Distributions

In: Advances in Directional and Linear Statistics

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  • B. L. S. Prakasa Rao

    (University of Hyderabad, Department of Mathematics and Statistics)

Abstract

We discuss some classical inequalities such as Wirtinger inequality and weighted Wirtinger type inequality for 2π-periodic functions and study their applications for obtaining Chernoff–Borovkov–Utev type inequalities for probability distributions with support [0, 2π]. In addition we derive Chernoff type inequalities for the wrapped normal distribution and von-Mises distribution.

Suggested Citation

  • B. L. S. Prakasa Rao, 2011. "On Some Inequalities of Chernoff–Borovkov–Utev Type for Circular Distributions," Springer Books, in: Martin T. Wells & Ashis SenGupta (ed.), Advances in Directional and Linear Statistics, chapter 0, pages 235-251, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2628-9_16
    DOI: 10.1007/978-3-7908-2628-9_16
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