On probabilistic mean value theorem and covariance identities

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

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Estimation of the mean of a multivariate normal distribution
Siegel's formula via Stein's identities
Stein's method and the zero bias transformation with application to simple random sampling
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A generalization of covariance identity and related characterizations
Characterizations of distributions by variance bounds
On upper bounds for the variance of functions of random variables with weighted distributions
ALPHA-SKEW-NORMAL DISTRIBUTION
A flexible generalization of the skew normal distribution based on a weighted normal distribution
A characterization based on conditional expectations
First-order covariance inequalities via Stein's method
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
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On inequalities for moments and the covariance of monotone functions
The Tail Stein's Identity with Applications to Risk Measures
On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions

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