Unified extension of variance bounds for integrated Pearson family

Unified extension of variance bounds for integrated Pearson family

We use some properties of orthogonal polynomials to provide a class of upper/lower variance bounds for a function \(g(X)\) of an absolutely continuous random variable \(X\), in terms of the derivatives of \(g\) up to some order. The new bounds are better than the existing ones.

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:arXiv.org 2018-06
1. Verfasser: Afendras, G
Format: Artikel
Sprache:eng
Schlagworte:
Continuity (mathematics)
Mathematics - Probability
Polynomials
Random variables
Variance
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:We use some properties of orthogonal polynomials to provide a class of upper/lower variance bounds for a function \(g(X)\) of an absolutely continuous random variable \(X\), in terms of the derivatives of \(g\) up to some order. The new bounds are better than the existing ones.
ISSN:2331-8422
DOI:10.48550/arxiv.1110.0090