Variance bounds using a theorem of Polya

DOI10.1016/0167-7152(88)90007-7MaRDI QIDQ1094028zbMATH OpenOpenAlexFDO

Authors Barry C. Arnold, Patrick L. Brockett

Publication date 1988

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(88)90007-7

zbMATH Keywords

maximaminimaorder statisticsPolya inequalityvariance bounds

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15) Inequalities; stochastic orderings (60E15) Statistical distribution theory (62E99) Nonparametric inference (62G99)

Review text

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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Cites work

• Maximally dependent random variables
• Nonparametric Statistical Data Modeling
• On a characterization of rectangular distributions
• SOME INTEGRAL INEQUALITIES CONNECTED WITH THE CALCULUS OF VARIATIONS

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(10)

• Variance bound of function of order statistics
• Some characterizations of distributions based on order statistics
• A generalization of variance bounds
• Strengthened Chernoff-type variance bounds
• Some better bounds on the variance with applications
• On Goldstein’s variance bound
• Unified extension of variance bounds for integrated Pearson family
• scientific article; zbMATH DE number 56933 (Why is no real title available?)
• Statistical variation in a calculus setting
• On bounds for fourth central moment

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