Browsing by Subject "Gruss’ inequality"

Now showing items 1-1 of 1

    • The variance upper bound for a mixed random variable 

      Egozcue, Martín; Fuentes García, Luis (Universidad de Montevideo, Facultad de Ciencias Empresariales y Economía, Departamento de Economía, 2017)
      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 ...