Variance bounds using a theorem of Polya (Q1094028)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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