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About: Chernoff's distribution     Goto   Sponge   NotDistinct   Permalink

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Type: yago:WikicatContinuousDistributionsyago:WikicatStochasticProcessesyago:Abstraction100002137yago:Arrangement105726596yago:Cognition100023271yago:Concept105835747yago:Content105809192yago:Distribution105729036yago:Hypothesis105888929yago:Idea105833840yago:Model105890249yago:PsychologicalFeature100023100yago:StochasticProcess113561896yago:Structure105726345yago:WikicatProbabilityDistributions New Facet based on Instances of this Class

In probability theory, Chernoff's distribution, named after Herman Chernoff, is the probability distribution of the random variable where W is a "two-sided" Wiener process (or two-sided "Brownian motion") satisfying W(0) = 0. If then V(0, c) has density where gc has Fourier transform given by and where Ai is the Airy function. Thus fc is symmetric about 0 and the density ƒZ = ƒ1. Groeneboom (1989) shows that The Chernoff distribution should not be confused with the Chernoff geometric distribution (called the Chernoff point in information geometry) induced by the Chernoff information.