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
Year of publication: |
1996
|
---|---|
Authors: | Papadatos, N. ; Papathanasiou, V. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 28.1996, 2, p. 191-194
|
Publisher: |
Elsevier |
Keywords: | Variance bounds Density-quantile function Order statistics |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Variational Inequalities for Arbitrary Multivariate Distributions
Papadatos, N., (1998)
-
The use of spacings in the estimation of a scale parameter
Balakrishnan, N., (2002)
-
Intermediate order statistics with applications to nonparametric estimation
Papadatos, N., (1995)
- More ...