The variance upper bound for a mixed random variable

Martín Egozcue () and Luis Fuentes García

No 1707, Documentos de Trabajo/Working Papers from Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo.

Abstract: In this note, we derive upper bounds on the variance of a mixed random variable. Our results are an extension of previous results for unimodal and symmetric random variables. The novelty of our findings is that this mixed random variable does not necessary need to be symmetric and is multimodal. We also characterize the cases when these bounds are optimal.

Keywords: Gruss’ inequality; Popoviciu’s inequality; unimodal; symmetry (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:mnt:wpaper:1707

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