Sharp mean-variance bounds for Jensen-type inequalities
โ Scribed by A.O. Pittenger
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 321 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
After a brief review of the work on Chemoff-type inequalities, bounds for the variance of functions g(X, Y) of a bivariate random vector (X, Y) are derived when the marginal distribution of X is normal, gamma, binomial, negative binomial or Poisson assuming that the variance of g(X, Y) is finite. Th
By applying di erent methods, bounds for expected values and variances of progressive type II censored order statistics are derived. Since ordinary order statistics are contained in the model, well-known bounds for their moments are obtained as particular cases. The method of the greatest convex min