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Is variance larger if and only if tails are larger?

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  • Edwardes, Michael D. deB.

Abstract

Suppose Vari and Fi are the variance and distribution function of two random variables with mean zero, i=1,2, and r=rr and rl are the largest and smallest points, respectively, where 0 Var2[left right double arrow]{F1(t)[greater-or-equal, slanted]F2(t) and 1-F1(s)[greater-or-equal, slanted]1-F2(s) for all s>rr and t

Suggested Citation

  • Edwardes, Michael D. deB., 2000. "Is variance larger if and only if tails are larger?," Statistics & Probability Letters, Elsevier, vol. 47(2), pages 141-147, April.
    • Handle: RePEc:eee:stapro:v:47:y:2000:i:2:p:141-147
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    1. L. Wade, 1988. "Review," Public Choice, Springer, vol. 58(1), pages 99-100, July.
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