Variance bounds using a theorem of Polya (Q1094028): Difference between revisions

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Property / author: Patrick L. Brockett / rank
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Property / full work available at URL: https://doi.org/10.1016/0167-7152(88)90007-7 / rank
 
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Property / cites work: On a characterization of rectangular distributions / rank
 
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Property / cites work: SOME INTEGRAL INEQUALITIES CONNECTED WITH THE CALCULUS OF VARIATIONS / rank
 
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Property / cites work: Maximally dependent random variables / rank
 
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Property / cites work: Nonparametric Statistical Data Modeling / rank
 
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Latest revision as of 12:07, 18 June 2024

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Variance bounds using a theorem of Polya
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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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