Covariance inequality
This article considers the class of covariance inequalities of the form cov (X,Y) < var g(X,Y). We present a functional inequality and a partial differential inequality ... ,Lemma 1, Section 2). Secondly, we establish in Proposition 1 of Section 4 a new covariance inequality involving a mixingale-type coefficient and comparable to ... ,In mathematics, the Cauchy–Schwarz inequality, also known as the Cauchy–Bunyakovsky–Schwarz inequality, is a useful inequality in many mathematical ... ,tile function of We prove the following new covariance inequality: which we show to be sharp, up to a constant factor. We apply this inequality to improve on the ... ,It is easy to prove some of the known inequalities by using the covariance inequality. This follows immediately from cov(X, 1 /X) < 0. Equality holds if and only if X is a positive constant with probability one. This follows by using the uniform random,Let X be a random variable and f(t), g(t) be two non‐decreasing real functions. A simple proof is given for the following inequality by the name of 'covariance ... ,Covariance. The variance of a sum. The Cauchy-Schwarz inequality. Correlation coefficients. Definition. Let X and Y be random variables on a common ... ,
| 相關軟體 Multiplicity 資訊 | |
|---|---|
 Covariance inequality 相關參考資料
A Class of Covariance Inequalities - JStor
This article considers the class of covariance inequalities of the form cov (X,Y) < var g(X,Y). We present a functional inequality and a partial differential inequality ... https://www.jstor.org A new covariance inequality and applications - ScienceDirect
Lemma 1, Section 2). Secondly, we establish in Proposition 1 of Section 4 a new covariance inequality involving a mixingale-type coefficient and comparable to ... https://www.sciencedirect.com Cauchy–Schwarz inequality - Wikipedia
In mathematics, the Cauchy–Schwarz inequality, also known as the Cauchy–Bunyakovsky–Schwarz inequality, is a useful inequality in many mathematical ... https://en.wikipedia.org Covariance inequalities for strongly mixing processes - Numdam
tile function of We prove the following new covariance inequality: which we show to be sharp, up to a constant factor. We apply this inequality to improve on the ... http://www.numdam.org Covariance inequality and its applications - Taylor & Francis ...
It is easy to prove some of the known inequalities by using the covariance inequality. This follows immediately from cov(X, 1 /X) < 0. Equality holds if and only if X is a positive constant with pr... https://www.tandfonline.com Covariance inequality and its applications: International ...
Let X be a random variable and f(t), g(t) be two non‐decreasing real functions. A simple proof is given for the following inequality by the name of 'covariance ... http://www.tandfonline.com Lecture 24 Covariance, Cauchy-Schwarz, and Correlation
Covariance. The variance of a sum. The Cauchy-Schwarz inequality. Correlation coefficients. Definition. Let X and Y be random variables on a common ... http://math.furman.edu ON SOME COVARIANCE INEQUALITIES FOR ... - EMIS
https://www.emis.de |