| Inequalities on the Variances of Convex Functions of Random Variables |
|
|
|
|
| |
| |
Authors: |
Chuen-Teck See, Jeremy Chen, |
|
| |
Keywords:
|
Convex functions, variance |
|
| |
Date Received:
|
09/10/07 |
|
| |
Date Accepted:
|
31/07/08 |
|
| |
Subject Codes: |
26D15
|
|
| |
Editors: |
Terry M. Mills, Neil S. Barnett, |
|
| |
|
|
|
|
| |
Abstract: |
We develop inequalities relating to the variances of convex decreasing functions of random variables using information on the functions and the distribution functions of the random variables.;
|