The variance of the power of a shifted random variable with applications

Katarzyna Budny

Statistics & Probability Letters, 2022, vol. 182, issue C

Abstract: In the paper we analyze the variance of the power of a random variable. Moreover, using the variance of the power of a shifted random variable we present some improvement of the power generalization of Cantelli’s inequality for a positive random variable.

Keywords: Power of a random variable; Variance; Cantelli’s inequality (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2021.109317

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