A monotonicity property of variances

DOI10.1016/J.SPL.2013.02.004zbMATH Open1287.60025arXiv1210.4417OpenAlexW2963578853MaRDI QIDQ385117FDOQ385117

Authors: J. M. Aldaz 

Publication date: 29 November 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We prove that variances of non-negative random variables have the following monotonicity property: For all $0<r<sle1$, and all $0leXin{L}^2$, we have $operatornameVar(X^r{)}^{1/r}leoperatornameVar(X^s{)}^{1/s}$. We also discuss the real valued case.

Full work available at URL: https://arxiv.org/abs/1210.4417

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zbMATH Keywords

variancearithmetic-geometric inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• Title not available (Why is that?)
• Sharp bounds for the difference between the arithmetic and geometric means
• Comparison of differences between arithmetic and geometric means
• Selfimprovemvent of the inequality between arithmetic and geometric means
• A Refinement of the Arithmetic Mean-Geometric Mean Inequality
• Concentration of the ratio between the geometric and arithmetic means

Cited In (5)

• Variance and the weighted AM-GM inequality
• On measures of non-degeneracy
• Improving the Variability Function in Case of a Monotonic Probability Distribution
• \(g\)-variance
• The variance of the power of a shifted random variable with applications

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