Unified extension of variance bounds for integrated Pearson family
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DOI: 10.1007/s10463-012-0388-3
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References listed on IDEAS
- V. Papathanasiou, 1995. "A characterization of the Pearson system of distributions and the associated orthogonal polynomials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(1), pages 171-176, January.
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- Chen, Louis H. Y., 1982. "An inequality for the multivariate normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 12(2), pages 306-315, June.
- 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.
- 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.
- Papathanasiou, V., 1988. "Variance bounds by a generalization of the Cauchy-Schwarz inequality," Statistics & Probability Letters, Elsevier, vol. 7(1), pages 29-33, July.
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- 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.
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Keywords
Completeness; Derivatives of higher order; Fourier coefficients; Orthogonal polynomials; Parseval identity; Pearson family of distributions; Rodrigues-type formula; Variance bounds;All these keywords.
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