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Statistical Papers

, Volume 36, Issue 1, pp 163–174 | Cite as

Inequalities for variances of some functions of random variables

  • V. Nollau
Articles
  • 42 Downloads

Abstract

In this note we prove some inequalities for variances and other measures of deviation of functions of random variables. Based on these inequalities we find some corollaries concerning the variances of fractional powers of random variables and of sums of independent random variables.

Keywords

Independent Random Variable Fractional Calculus Fractional Power Positive Random Variable Chebyshev Inequality 
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References

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    Banjević, D. and Bratičević, D.: Note on dispersion ofX α. Publications of the department of Mathematics (University of Belgrade), 33 (47), 1983, 23–28MATHGoogle Scholar
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Copyright information

© Springer-Verlag 1995

Authors and Affiliations

  • V. Nollau
    • 1
  1. 1.Department of MathematicsTechnical University of DresdenDresdenGermany

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