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)

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Cites work

scientific article; zbMATH DE number 3930122 (Why is no real title available?)
scientific article; zbMATH DE number 3438144 (Why is no real title available?)
A characterization based on conditional expectations
A flexible generalization of the skew normal distribution based on a weighted normal distribution
A generalization of covariance identity and related characterizations
A natural identity for exponential families with applications in multiparameter estimation
A probabilistic analogue of the mean value theorem and its applications to reliability theory
Alpha-skew-normal distribution
An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
Characterizations of distributions by variance bounds
Distances between distributions via Stein's method
Estimation of the mean of a multivariate normal distribution
First-order covariance inequalities via Stein's method
General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions
On inequalities for moments and the covariance of monotone functions
On upper bounds for the variance of functions of random variables with weighted distributions
Poisson approximation for dependent trials
Siegel's formula via Stein's identities
Stein's method and the zero bias transformation with application to simple random sampling
Stochastic ordering of multivariate normal distributions
Stochastic orders
The tail Stein's identity with applications to risk measures
Variational inequalities with examples and an application to the central limit theorem

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