On lower bounds for the variance of functions of random variables.

DOI10.21136/AM.2021.0042-20MaRDI QIDQ1984579zbMATH OpenOpenAlexFDO

Authors F. Goodarzi, Gholam-Reza Mohtashami Borzadaran, M. Amini

Publication date 16 September 2021

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21136/am.2021.0042-20

zbMATH Keywords

Chernoff inequalitydynamic cumulative past entropydynamic cumulative residual entropyreliability measuresize-biased distributionvariance bound

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Recommendations

• On upper bounds for the variance of functions of random variables
• On some lower bounds for the variance of an estimating function
• scientific article; zbMATH DE number 4072128
• Lower bounds for the variance in certain nonregular distributions
• Inequalities for variances of some functions of random variables
• Variance Bounds for Functions of Unimodal Random Variable
• On upper bounds for the variance of functions of random variables with weighted distributions

Cites work

• A generalization of covariance identity and related characterizations
• A note on an inequality involving the normal distribution
• A note on continuous exponential families
• An inequality for the multivariate normal distribution
• ANALYSIS AND APPLICATIONS OF THE RESIDUAL VARENTROPY OF RANDOM LIFETIMES
• Characterization of continuous distributions by properties of conditional variance
• Characterization of Continuous Distributions by Variance Bound and Its Implications to Reliability Modeling and Catastrophe Theory
• Characterizations of continuous distributions through inequalities involving the expected values of selected functions.
• Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT
• Characterizations of distributions by variance bounds
• Cumulative Residual Entropy: A New Measure of Information
• Further results based on Chernoff-type inequalities
• Generalized cumulative residual entropy and record values
• On the dynamic cumulative residual entropy
• On upper and lower bounds for the variance of a function of a random variable
• On upper bounds for the variance of functions of random variables
• On upper bounds for the variance of functions of random variables with weighted distributions
• Reliability Properties of Reversed Residual Lifetime
• Some new results on the cumulative residual entropy
• Some results on upper bounds for the variance of functions of the residual life random variables
• Stochastic orders

Cited in

(2)

• On upper bounds for the variance of functions of random variables with weighted distributions
• A MEAN–VARIANCE BOUND FOR A THREE-PIECE LINEAR FUNCTION

This page was built for publication: On lower bounds for the variance of functions of random variables.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1984579)