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.
Year of publication: |
1988
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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 |
Saved in:
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