IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v79y2009i9p1277-1281.html
   My bibliography  Save this article

Variance inequalities using first derivatives

Author

Listed:
  • Tang, Hsiu-Khuern
  • See, Chuen-Teck

Abstract

We develop variance inequalities on functions of random variables using mild information such as the first derivatives. Specifically, when f and g are absolutely continuous functions, we show that Var[f(X)]

Suggested Citation

  • Tang, Hsiu-Khuern & See, Chuen-Teck, 2009. "Variance inequalities using first derivatives," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1277-1281, May.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:9:p:1277-1281
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(09)00044-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Papathanasiou, V., 1988. "Variance bounds by a generalization of the Cauchy-Schwarz inequality," Statistics & Probability Letters, Elsevier, vol. 7(1), pages 29-33, July.
    2. Chen, Louis H. Y., 1982. "An inequality for the multivariate normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 12(2), pages 306-315, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Giorgos Afendras, 2013. "Unified extension of variance bounds for integrated Pearson family," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 687-702, August.
    2. Giorgos Afendras & Vassilis Papathanasiou, 2014. "A note on a variance bound for the multinomial and the negative multinomial distribution," Naval Research Logistics (NRL), John Wiley & Sons, vol. 61(3), pages 179-183, April.
    3. R. Korwar, 1991. "On characterizations of distributions by mean absolute deviation and variance bounds," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(2), pages 287-295, June.
    4. Goodarzi, F. & Amini, M. & Mohtashami Borzadaran, G.R., 2016. "On upper bounds for the variance of functions of the inactivity time," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 62-71.
    5. Papadatos, N. & Papathanasiou, V., 1998. "Variational Inequalities for Arbitrary Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 154-168, November.
    6. Wei, Zhengyuan & Zhang, Xinsheng, 2008. "A matrix version of Chernoff inequality," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1823-1825, September.
    7. Barman, Kalyan & Upadhye, Neelesh S., 2022. "On Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution," Statistics & Probability Letters, Elsevier, vol. 189(C).
    8. Salinelli, Ernesto, 2009. "Nonlinear principal components, II: Characterization of normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 652-660, April.
    9. Wei, Zhengyuan & Zhang, Xinsheng, 2009. "Covariance matrix inequalities for functions of Beta random variables," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 873-879, April.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:79:y:2009:i:9:p:1277-1281. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.