Variance bounds using a theorem of Polya

This paper uses an extension of a theorem of Polya to derive bounds for the variance of a random variable. These are applied to maxima and minima of a sample and the bounds are found to be quite good.

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Year of publication:	1988
Authors:	Arnold, Barry C. ; Brockett, Patrick L.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 6.1988, 5, p. 321-326
Publisher:	Elsevier
Subject:	variance bounds Polya inequality

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

Persistent link: https://www.econbiz.de/10005319623