Variance Bounds for Functions of Unimodal Random Variable

DOI10.1080/03610926.2012.718842OpenAlexW1972053467MaRDI QIDQ6169373

Wenbo V. Li, Guoqing Liu

Publication date: 11 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.718842

zbMATH Keywords

optionsvariancemoment problemsunimodal distributionKhintchine transform

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Combinatorial probability (60C05)

Related Items (1)

The variance upper bound for a mixed random variable

Cites Work

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• Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk
• A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions

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