Covariance bounds for multivariate unimodal distributions and a characterization of uniformity

L. Mattner

Journal of Multivariate Analysis, 1991, vol. 38, issue 2, 204-212

Abstract: A univariate probability distribution which has support in [-1, 1] and is unimodal with respect to 0 has a variance of at most , which is attained only for the uniform distribution. This well-known result is extended to the multivariate case, where the variance is replaced by the generalized or mean variance and a new definition of unimodality is used.

Keywords: characterization; of; multivariate; uniformity; covariance; bounds; generalized; variance; mean; variance; multivariate; unimodality (search for similar items in EconPapers)
Date: 1991
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