Abstract
It is shown that the formula for the variance of combined series yields surprisingly simple proofs of some well known variance bounds.
aa r X i v : . [ s t a t . O T ] A p r Remark On Variance Bounds
R. SharmaDepartment of Mathematics & StatisticsHimachal Pradesh UniversityShimla -5,India - 171005email: rajesh hpu [email protected]
Abstract.
It is shown that the formula for the variance of combined series yieldssurprisingly simple proofs of some well known variance bounds.
AMS classification
Key words and phrases : Mean, Variance, Samuelson’s inequality.
Introduction