A monotonicity property of variances

DOI10.1016/J.SPL.2013.02.004MaRDI QIDQ385117zbMATH OpenOpenAlexFDO

Authors J. M. Aldaz

Publication date 29 November 2013

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

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

zbMATH Keywords

variancearithmetic-geometric inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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.

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Cites work

• scientific article; zbMATH DE number 3875591 (Why is no real title available?)
• A Refinement of the Arithmetic Mean-Geometric Mean Inequality
• Comparison of differences between arithmetic and geometric means
• Concentration of the ratio between the geometric and arithmetic means
• Selfimprovemvent of the inequality between arithmetic and geometric means
• Sharp bounds for the difference between the arithmetic and geometric 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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