Some inequalities on variances
- 1 June 1974
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 11 (2) , 409-412
- https://doi.org/10.2307/3212765
Abstract
Sharp upper and lower bounds for the variance of a non-negative function of a non-negative random variable are obtained under rather weak hypotheses regarding the function. Comparisons between bounds are made and some specific examples are considered.Keywords
This publication has 1 reference indexed in Scilit:
- Inequalities with application in economic risk analysisJournal of Applied Probability, 1972