dc.contributor.author | Afendras, Georgios | en |
dc.contributor.author | Papadatos, Nickos | en |
dc.contributor.author | Papathanasiou, Vassilis | en |
dc.creator | Afendras, Georgios | en |
dc.creator | Papadatos, Nickos | en |
dc.creator | Papathanasiou, Vassilis | en |
dc.date.accessioned | 2019-12-02T10:33:19Z | |
dc.date.available | 2019-12-02T10:33:19Z | |
dc.date.issued | 2007 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56345 | |
dc.description.abstract | 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, we investigate a discrete analogue of the Mohr and Noll inequality (1952, Math. Nachr., vol. 7, pp. 55-59), which may be of some independent interest in itself. It has been shown by Johnson (1993, Statist. Decisions, vol. 11, pp. 273-278) that for the commonly used absolutely continuous distributions that belong to the Pearson family, the somewhat complicated variance bounds take a very pleasant and simple form. We show here that this is also true for the commonly used discrete distributions. As an application of the proposed inequalities, we study the variance behaviour of the UMVU estimator of log p in Geometric distributions. © 2007, Indian Statistical Institute. | en |
dc.source | Sankhya: The Indian Journal of Statistics | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-42249111232&partnerID=40&md5=ef361964ff1d584ad6fff1304cd1b970 | |
dc.subject | Discrete Pearson family | en |
dc.subject | Mohr and Noll inequality | en |
dc.subject | Poincaré-type variance bounds | en |
dc.subject | UMVUE of log p in geometric distribution | en |
dc.title | The discrete Mohr and Noll inequality with applications to variance bounds | en |
dc.type | info:eu-repo/semantics/article | |
dc.description.volume | 69 | |
dc.description.issue | 2 | |
dc.description.startingpage | 162 | |
dc.description.endingpage | 189 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :7</p> | en |
dc.source.abbreviation | Sankhya Indian J.Stat. | en |