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Article
The variance upper bound for a mixed random variable
Communications in Statistics - Theory and Methods (2017)
  • Martin Egozcue
  • Luis Fuentes García
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.
Disciplines
Publication Date
2017
DOI
https://doi.org/10.1080/03610926.2017.1390136
Citation Information
Martin 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/