Variance bounds using a theorem of Polya

Barry C. Arnold and Patrick L. Brockett

Statistics & Probability Letters, 1988, vol. 6, issue 5, 321-326

Abstract: This paper uses an extension of a theorem of Polya to derive bounds for the variance of a random variable. These are applied to maxima and minima of a sample and the bounds are found to be quite good.

Keywords: variance; bounds; Polya; inequality (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (2)

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