A New Generalized Inequality for Covariance in N Dimensions

A New Generalized Inequality for Covariance in N Dimensions

Inspired by the work of Zhefei He and Mingjin Wang which was published in the Journal of Inequalities and Applications in 2015, this paper further generalizes some related results to the case of multidimensional random variables. The resulting inequality for covariance is then applied to different m...

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Veröffentlicht in:Mathematical problems in engineering 2019-01, Vol.2019 (2019), p.1-12
Hauptverfasser: Liu, Mei, Lin, Shi-you, Šindelka, Milan
Format: Artikel
Sprache:eng
Schlagworte:
Applied mathematics
Concrete
Covariance
Dependence
Estimates
Mathematical problems
Probability
Random variables
Statistical distributions
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Zusammenfassung:Inspired by the work of Zhefei He and Mingjin Wang which was published in the Journal of Inequalities and Applications in 2015, this paper further generalizes some related results to the case of multidimensional random variables. The resulting inequality for covariance is then applied to different multidimensional statistical distributions (multiuniform, multinomial, and multinormal). Coordinate dependence of the inequality is also examined. The obtained formulas could be useful for making estimates in multivariate statistics.
ISSN:1024-123X
1563-5147
DOI:10.1155/2019/6963493