Inequalities for variances of some functions of random variables |
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| Authors: | V. Nollau |
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| Affiliation: | 1. Department of Mathematics, Technical University of Dresden, D-01062, Dresden, Germany
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| 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. |
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