On upper bounds for the variance of functions of random variables with weighted distributions

DOI10.1134/S1995080216040089zbMATH Open1347.62030MaRDI QIDQ323628FDOQ323628

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

Publication date: 10 October 2016

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

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zbMATH Keywords

Chernoff inequalitylog-concaveincreasing failure ratevariance boundssize-biased distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Title not available (Why is that?)
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• On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
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• A generalization of covariance identity and related characterizations
• Some weighted distribution results on univariate and bivariate cases
• On upper bounds for the variance of functions of random variables
• Characterizations of distributions by variance bounds
• Lower variance bounds and a new proof of the central limit theorem
• Further results based on Chernoff-type inequalities
• Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT

Cited In (4)

• On characterizations of distributions by mean absolute deviation and variance bounds
• On probabilistic mean value theorem and covariance identities
• Bounds for weighted multivariate empirical distribution functions
• On lower bounds for the variance of functions of random variables.

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