A generalization of variance bounds
Upper and lower bounds for the variance of a random variable are obtained in terms of the density-quantile function. Some applications of these bounds to order statistics are given
Volume (Year): 28 (1996)
Issue (Month): 2 (June)
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- Cacoullos, T. & Papathanasiou, V., 1985. "On upper bounds for the variance of functions of random variables," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 175-184, July.
- Arnold, Barry C. & Brockett, Patrick L., 1988. "Variance bounds using a theorem of Polya," Statistics & Probability Letters, Elsevier, vol. 6(5), pages 321-326, April.
- Papathanasiou, V., 1990. "Some characterizations of distributions based on order statistics," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 145-147, February.
- Cacoullos, T. & Papathanasiou, V., 1989. "Characterizations of distributions by variance bounds," Statistics & Probability Letters, Elsevier, vol. 7(5), pages 351-356, April.
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