Abstract

In this paper a course of solving variational problem is considered. [2] obtained what appears to be specialized inequality for a variance, namely, that for a standard normal variable X , Var[g(x)] \ge E[g'(x)]2. However both of the simplicity and usefulness of the inequality has generated a plethora of extensions, as well as alternative proofs. [5] had focused on a result of two random variables for the normal and gamma distribution. They obtained the result of normal distribution with k functions, without proving and the proof is presented here. This paper also extend the result obtained by [5] to the k functions for the gamma distribution. Keywords: Normal Distribution; Gamma Distribution; Laguerre Family; Hermite Polynomials.

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