Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
type: Item
instance of: scholarly article
title: Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
zbMATH Open document ID: 0583.62019
DOI: 10.1016/0167-7152(86)90033-7
author: V. Papathanasiou
author: Theophilos Cacoullos
published in: Statistics \& Probability Letters
publication date: 1986-01-01T00:00:00Z
review text: Upper and lower bounds for the variance of a function g of a random variable X are obtained by expanding g in a series of orthogonal polynomials associated with the distribution of X or by using the convergence of Bhattacharya bounds for exponential families of distributions.
Mathematics Subject Classification ID: 62E99
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 41A10
Mathematics Subject Classification ID: 41A58
zbMATH DE Number: 3934204
zbMATH Keywords: variance bounds
zbMATH Keywords: Chernoff's inequality
zbMATH Keywords: series of orthogonal polynomials
zbMATH Keywords: convergence of Bhattacharya bounds
zbMATH Keywords: exponential families
MaRDI profile type: MaRDI publication profile
full work available at URL: 0167-7152(86)90033-7
OpenAlex ID: W2037067636
cites work: The convergence of Bhattacharyya bounds
cites work: On upper and lower bounds for the variance of a function of a random variable
cites work: On upper bounds for the variance of functions of random variables
cites work: An inequality for the multivariate normal distribution
cites work: A note on an inequality involving the normal distribution
cites work: Q4170993
cites work: Q5842591
cites work: Q3253942
cites work: On the Variance of Estimates
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description: scientific article; zbMATH DE number 3934204