Lower variance bounds and a new proof of the central limit theorem

T. Cacoullos and V. Papathanasiou

Journal of Multivariate Analysis, 1992, vol. 43, issue 2, 173-184

Abstract: Lower variance bounds are derived for functions of a random vector X, thus extending previous results. Moreover, the w-function associated X is shown to characterize its distribution, and a special application shows the multivariate central limit theorem.

Keywords: Variance; inequalities; Stein's; identity; CLT (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (6)

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