Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds (Q1069228)
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scientific article; zbMATH DE number 3934204
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| English | Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds |
scientific article; zbMATH DE number 3934204 |
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Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds (English)
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1986
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Upper and lower bounds for the variance of a function g of a random variable X are obtained by expanding g in a series of orthogonal polynomials associated with the distribution of X or by using the convergence of Bhattacharya bounds for exponential families of distributions.
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variance bounds
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Chernoff's inequality
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series of orthogonal polynomials
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convergence of Bhattacharya bounds
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exponential families
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0.9236894
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0.9014505
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0.9005591
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0.88832664
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0.8864645
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0.88604176
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0.8853329
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