Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Afendras, Georgios"

Now showing items 1-4 of 4

    • Article  

      The discrete Mohr and Noll inequality with applications to variance bounds 

      Afendras, Georgios; Papadatos, Nickos; Papathanasiou, Vassilis (2007)
      In this paper, we provide Poincaré-type upper and lower variance bounds for a function g(X) of a discrete integer-valued random variable (r.v.) X, in terms of the (forward) differences of g up io some order. To this end, ...
    • 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  

      On matrix variance inequalities 

      Afendras, Georgios; Papadatos, Nickos (2011)
      Olkin and Shepp [2005, A matrix variance inequality. J. Statist. Plann. Inference 130, 351-358] presented a matrix form of Chernoff's inequality for Normal and Gamma (univariate) distributions. We extend and generalize ...
    • Article  

      Strengthened Chernoff-type variance bounds 

      Afendras, Georgios; Papadatos, Nickos (2014)
      Let X be an absolutely continuous random variable from the integrated Pearson family and assume that X has finite moments of any order. Using some properties of the associated orthonormal polynomial system, we provide a ...