On probabilistic mean value theorem and covariance identities

DOI10.1016/J.CAM.2024.115954zbMATH Open1543.60022MaRDI QIDQ6572437FDOQ6572437

Authors: Georgios Psarrakos 

Publication date: 15 July 2024

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

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zbMATH Keywords

Poisson distributionnormal distributionmean value theoremstochastic orderweighted distributioncovariance identity

Mathematics Subject Classification ID

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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• Stein's method and the zero bias transformation with application to simple random sampling
• Stochastic orders
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• Stochastic ordering of multivariate normal distributions
• Poisson approximation for dependent trials
• A natural identity for exponential families with applications in multiparameter estimation
• Variational inequalities with examples and an application to the central limit theorem
• 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
• Distances between distributions via Stein's method
• General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
• 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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