The variance upper bound for a mixed random variable

DOI10.1080/03610926.2017.1390136OpenAlexW2760841849MaRDI QIDQ5076949

Martín Egozcue, Luis Fuentes García

Publication date: 17 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://www2.um.edu.uy/fcee_papers/2017/The_variance_upper_bound_for_a_mixed_random_variable.pdf

zbMATH Keywords

symmetryupper boundsvarianceunimodalPopoviciu's inequalityGruss' inequality

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics (62-XX)

Cites Work

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• Über das Maximum des absoluten Betrages von \[ \frac 1{b-a}\int _a^bf(x)g(x)\,dx-\frac 1{(b-a)^2}\int _a^bf(x)\,dx\int _a^bg(x)\,dx. \ .]
• Variance Bounds for Functions of Unimodal Random Variable

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