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Variance bounds using a theorem of Polya - MaRDI portal

Variance bounds using a theorem of Polya (Q1094028)

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scientific article; zbMATH DE number 4024511
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Variance bounds using a theorem of Polya
scientific article; zbMATH DE number 4024511

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    Variance bounds using a theorem of Polya (English)
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    1988
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    This paper uses an extension of a theorem of Polya to derive bounds for the variance of a random variable. These are applied to maxima and minima of a sample and the bounds are found to be quite good.
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    order statistics
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    variance bounds
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    Polya inequality
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    maxima
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    minima
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