Variance inequalities using first derivatives

DOI10.1016/J.SPL.2009.01.019MaRDI QIDQ1017832zbMATH OpenOpenAlexFDO

Authors Hsiu-Khuern Tang, Chuen-Teck See

Publication date 12 May 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.01.019

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 5548899 (Why is no real title available?)
• scientific article; zbMATH DE number 46153 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• A note on an inequality involving the normal distribution
• An Efron-Stein inequality for nonsymmetric statistics
• An inequality for the multivariate normal distribution
• Continuity of Solutions of Parabolic and Elliptic Equations
• On upper and lower bounds for the variance of a function of a random variable
• The Approximate Variance of a Function of Random Variables
• The jackknife estimate of variance
• Variance bounds by a generalization of the Cauchy-Schwarz inequality
• Variance inequalities for functions of Gaussian variables

Cited in

(2)

• Varentropy of order statistics and some stochastic comparisons
• Variance properties of sample path derivatives of parametric random variables

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