Abstract
We use some properties of orthogonal polynomials to provide a class of upper/lower variance bounds for a function $$g(X)$$ of an absolutely continuous random variable $$X$$ , in terms of the derivatives of $$g$$ up to some order. The new bounds are better than the existing ones.
Submitted Version (Free)
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have