Covariance inequality and its applications

DOI10.1080/0020739940250503zbMATH Open0822.60015OpenAlexW2045713478MaRDI QIDQ4835977FDOQ4835977

Authors: J. Behboodian 

Publication date: 5 July 1995

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739940250503

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zbMATH Keywords

variance reductioncovariance inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• A Generalization of Gurland's Theorem, with Applications to Economic Behavior under Uncertainty
• Conditional Expectations and the Correlation Function
• Some Generalizations of the Pascal Triangle

Cited In (17)

• On some covariance inequalities for monotonic and non-monotonic functions
• Covariance inequalities for convex and log-concave functions
• Quantifying the Inspection Paradox with Random Time
• A covariance inequality for coherent structures
• On inequalities for moments and the covariance of monotone functions
• On the covariance between functions
• An elementary proof of the covariance inequality for Choquet integral
• An Optimal Estimate for the Covariance of Indicator Functions of Associated Random Variables
• FKG inequality on the Wiener space via predictable representation
• Covariance inequalities induced by biorthogonal operators
• General proportional mean residual life model.
• A new covariance inequality and applications.
• An inequality for covariance with applications
• Probabilistic inequalities and remarks
• Separating inequalities for non-negative covariances
• Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging
• A triangle inequality for covariances of binary FKG random variables

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