How a probabilistic analogue of the mean value theorem yields stein-type covariance identities

DOI10.1017/jpr.2021.61zbMath1492.60040OpenAlexW4206420010MaRDI QIDQ5086995

Georgios Psarrakos

Publication date: 8 July 2022

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2021.61

zbMATH Keywords

hazard raterisk measuresweighted distributionvariance identityprobabilistic mean value theoremStein-type covariance identity

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Risk models (general) (91B05)

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