Lower variance bounds and a new proof of the central limit theorem (Q1206446)

In the last years attention has been paid to establish upper and lower bounds for the variance of a function \(g\) of a vector random variable \(X\). However inequalities of this type have been obtained so far only in the case the components of the vector \(X\) are independent. The present authors are able to get lower bounds for the variance of \(g(X)\) by removing this restrictive assumption, both in the cases \(X\) has a discrete distribution or a continuous one. Moreover, in the case the components of the random vector \(X\) are normal, a multivariate central limit theorem is proved.