Browsing by Subject "Variance bounds"

Now showing items 1-3 of 3

    • Article  

      An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds 

      Afendras, Georgios; Papadatos, Nickos; Papathanasiou, Vassilis (2011)
      For an absolutely continuous (integer-valued) r.v. X of the Pearson (Ord) family, we show that, under natural moment conditions, a Stein-type covariance identity of order k holds (cf. [Goldstein and Reinert, J. Theoret. ...
    • Article  

      A generalization of variance bounds 

      Papadatos, Nickos; Papathanasiou, Vassilis (1996)
      Upper and lower bounds for the variance of a random variable are obtained in terms of the density-quantile function. Some applications of these bounds to order statistics are given.
    • Article  

      Maximum variance of order statistics 

      Papadatos, Nickos (1995)
      Yang (1982, Bull. Inst. Math. Acad. Sinica, 10(2), 197-204) proved that the variance of the sample median cannot exceed the population variance. In this paper, the upper bound for the variance of order statistics is derived, ...