On upper and lower bounds for the variance of a function of a random variable
From MaRDI portal
Publication:1167977
DOI10.1214/aop/1176993788zbMath0492.60021OpenAlexW2026939657WikidataQ111547263 ScholiaQ111547263MaRDI QIDQ1167977
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993788
Multivariate analysis (62H99) Point estimation (62F10) Probability distributions: general theory (60E05)
Related Items (48)
A generalization of Chernoff inequality via stochastic analysis ⋮ Parametric Stein operators and variance bounds ⋮ Variance inequalities for functions of Gaussian variables ⋮ On upper bounds for the variance of functions of the inactivity time ⋮ On upper bounds for the variance of functions of random variables with weighted distributions ⋮ Geometric Approaches to the Estimation of the Spectral Gap of Reversible Markov Chains ⋮ On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality ⋮ Variance bounds by a generalization of the Cauchy-Schwarz inequality ⋮ A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable ⋮ Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT ⋮ Chernoff-type inequality and variance bounds ⋮ Some results on upper bounds for the variance of functions of the residual life random variables ⋮ Characterizations of distributions by variance bounds ⋮ How a probabilistic analogue of the mean value theorem yields stein-type covariance identities ⋮ First-order covariance inequalities via Stein's method ⋮ Converse Poincaré-type inequalities for convex functions ⋮ Unified extension of variance bounds for integrated Pearson family ⋮ Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes ⋮ Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty ⋮ Correlation length of the two-dimensional random field Ising model via greedy lattice animal ⋮ Stein's density method for multivariate continuous distributions ⋮ Liquidity and asset prices in rational expectations equilibrium with ambiguous information ⋮ Equivalent conditions on the central limit theorem for a sequence of probability measures on \(\mathbb R\) ⋮ Optimal nonlinear transformations of random variables ⋮ Strengthened Chernoff-type variance bounds ⋮ Unnamed Item ⋮ Estimation based on the winsorized mean in the geometric distribution ⋮ On lower bounds for the variance of functions of random variables. ⋮ On an inequality and the related characterization of the gamma distribution ⋮ Eigenanalysis on a bivariate covariance kernel ⋮ An extension of the information inequality and related characterizations ⋮ Lower variance bounds and a new proof of the central limit theorem ⋮ A matrix variance inequality ⋮ Poincaré-type inequalities via stochastic integrals ⋮ Principal directions of the general Pareto distribution with applications ⋮ On Stein Identity, Chernoff Inequality, and Orthogonal Polynomials ⋮ Nonlinear principal components. II: Characterization of normal distributions ⋮ Covariance matrix inequalities for functions of beta random variables ⋮ The size of singular component and shift inequalities ⋮ Characterizations of multidimensional exponential families by Cacoullos- type inequalities ⋮ Variance inequalities using first derivatives ⋮ Further results based on Chernoff-type inequalities ⋮ General characterization theorems based on versions of the Chernoff inequality and the Cox representation ⋮ General characterization theorems via the mean absolute deviation ⋮ Characterization of Continuous Distributions by Variance Bound and Its Implications to Reliability Modeling and Catastrophe Theory ⋮ Some Stein-type inequalities for multivariate elliptical distributions and applications ⋮ On upper bounds for the variance of functions of random variables ⋮ Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
This page was built for publication: On upper and lower bounds for the variance of a function of a random variable