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.… Click to show full abstract
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 necessarily need to be symmetric and is multimodal. We also characterize the cases when these bounds are optimal.
Keywords:
upper bound;
mixed random;
random variable;
variance upper
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2018
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Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!