The variance upper bound for a mixed random variableCommunications in Statistics - Theory and Methods (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 random variable does not necessarily need to be symmetric and is multimodal. We also characterize the cases when these bounds are optimal.
Citation InformationMartin Egozcue and Luis Fuentes García. "The variance upper bound for a mixed random variable" Communications in Statistics - Theory and Methods (2017) ISSN: 0361-0926
Available at: http://works.bepress.com/luis_fuentesgarcia/25/