A new generalized inequality for covariance in \(N\) dimensions (Q2298716)

Summary: Inspired by the work of \textit{Z. He} and \textit{M. Wang} [J. Inequal. Appl. 2015, Paper No. 413, 7 p. (2015; Zbl 1376.60042)], this paper further generalizes some related results to the case of multidimensional random variables. The resulting inequality for covariance is then applied to different multidimensional statistical distributions (multiuniform, multinomial, and multinormal). Coordinate dependence of the inequality is also examined. The obtained formulas could be useful for making estimates in multivariate statistics.