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Volume 9, Issue 3, Article 80 |
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Inequalities on the Variances of Convex Functions of Random Variables
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Authors: |
Chuen-Teck See, Jeremy Chen, |
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Keywords:
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Convex functions, variance |
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Date Received:
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09/10/07 |
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Date Accepted:
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31/07/08 |
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Subject Codes: |
26D15
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Editors: |
Terry M. Mills, Neil S. Barnett, |
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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.
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