The variance of the power of a shifted random variable with applications

DOI10.1016/j.spl.2021.109317zbMath1478.60073OpenAlexW3217500005MaRDI QIDQ2070608

Katarzyna Budny

Publication date: 24 January 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109317

zbMATH Keywords

varianceCantelli's inequalitypower of a random variable

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

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• A generalization of Chebyshev's inequality for Hilbert-space-valued random elements
• An extension of the multivariate Chebyshev's inequality to a random vector with a singular covariance matrix
• Probability Inequalities Related to Markov's Theorem
• Measures of multivariate skewness and kurtosis with applications
• Some Improvements on Markov's Theorem with Extensions

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