Bounds for covariances and variances of truncated random variables

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dc.creatorHemachandra, N.
dc.creatorCheriyan, V.
dc.date2002-12-01
dc.date.accessioned2026-07-07T04:53:26Z
dc.date.available2026-07-07T04:53:26Z
dc.descriptionWe show that a lower bound for covariance of $\min(X_1,X_2)$ and $\max(X_1,X_2)$ is $\cov{X_1}{X_2}$ and an upper bound for variance of \\ $\min(X_2,\max(X,X_1))$ is $\var{X} + \var{X_1} +\var{X_2}$ generalizing previous results. We also characterize the cases where these bounds are sharp.
dc.description7 pages. Revised during October 2002
dc.identifierhttps://arxiv.org/abs/math/0212006
dc.identifierhttp://arxiv.org/abs/math/0212006
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/65847
dc.subjectProbability
dc.subject60
dc.titleBounds for covariances and variances of truncated random variables
dc.typetext

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