Variance bounds by a generalization of the Cauchy-Schwarz inequality

DOI10.1016/0167-7152(88)90084-3zbMath0664.60024OpenAlexW2049266219MaRDI QIDQ1114991

S. H. Smith

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)90084-3

zbMATH Keywords

upper and lower boundsvariance bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (9)

A characterization of the Pearson system of distributions and the associated orthogonal polynomials ⋮ On infinite covariance expansions ⋮ How a probabilistic analogue of the mean value theorem yields stein-type covariance identities ⋮ Unified extension of variance bounds for integrated Pearson family ⋮ Strengthened Chernoff-type variance bounds ⋮ A survey on some inequalities for expectation and variance ⋮ On matrix variance inequalities ⋮ Variance inequalities using first derivatives ⋮ Moment-Based Inference for Pearson's QuadraticqSubfamily of Distributions

Cites Work

• On upper bounds for the variance of functions of random variables
• A note on an inequality involving the normal distribution
• An inequality for the multivariate normal distribution
• On upper and lower bounds for the variance of a function of a random variable
• Eine Bemerkung zur Schwarzschen Ungleichheit

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