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

DOI10.1134/S1995080216040089MaRDI QIDQ323628zbMATHFDO

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)

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)

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Cites work

• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• A generalization of covariance identity and related characterizations
• A note on an inequality involving the normal distribution
• An inequality for the multivariate normal distribution
• Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT
• Characterizations of distributions by variance bounds
• Further results based on Chernoff-type inequalities
• Log-concave probability and its applications
• Lower variance bounds and a new proof of the central limit theorem
• On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
• 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
• Some weighted distribution results on univariate and bivariate cases

Cited in

(6)

• 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
• The variance of the power of a shifted random variable with applications
• On upper bounds for the variance of functions of the inactivity time
• On lower bounds for the variance of functions of random variables.

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