Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds

Upper and lower bounds for the variance of a function g of a random variable X are obtained by expanding g in a series of orthogonal polynomials associated with the distribution of X or by using the convergence of Bhattacharya bounds for exponential families of distribution.

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Year of publication:	1986
Authors:	Cacoullos, T. ; Papathanasiou, V.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 4.1986, 1, p. 21-23
Publisher:	Elsevier
Keywords:	variance bounds Chernoff's inequality orthogonal polynomials exponential families Bhattacharya bounds

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005074575