Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality

• 1 June 1969
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 40  (3) , 1106-1108
• https://doi.org/10.1214/aoms/1177697619

Abstract

Keywords

• JENSEN'S INEQUALITY
• MONOTONICITY
• VARIANCE UNDER TRUNCATION
• VARIATIONS OF JENSEN'S
• TRUNCATION AND VARIATIONS