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A generalization of variance bounds

Author

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  • Papadatos, N.
  • Papathanasiou, V.

Abstract

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

Suggested Citation

  • Papadatos, N. & Papathanasiou, V., 1996. "A generalization of variance bounds," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 191-194, June.
    • Handle: RePEc:eee:stapro:v:28:y:1996:i:2:p:191-194
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    References listed on IDEAS

    as
    1. Papathanasiou, V., 1990. "Some characterizations of distributions based on order statistics," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 145-147, February.
    2. Cacoullos, T. & Papathanasiou, V., 1989. "Characterizations of distributions by variance bounds," Statistics & Probability Letters, Elsevier, vol. 7(5), pages 351-356, April.
    3. 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.
    4. 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.
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    Cited by:

    1. Balakrishnan, N. & Cramer, E. & Kamps, U., 2001. "Bounds for means and variances of progressive type II censored order statistics," Statistics & Probability Letters, Elsevier, vol. 54(3), pages 301-315, October.

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