Difference between revisions of "Popoviciu's inequality on variances"

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In probability theory, Popoviciu's inequality, named after Tiberiu Popoviciu{{ safesubst:#invoke:Unsubst||date=__DATE__ |$B= {{#invoke:Category handler|main}}{{#invoke:Category handler|main}}[citation needed] }}, is an upper bound on the variance of any bounded probability distribution. Let M and m be upper and lower bounds on the values of any random variable with a particular probability distribution. Then Popoviciu's inequality states:{{ safesubst:#invoke:Unsubst||date=__DATE__ |$B= {{#invoke:Category handler|main}}{{#invoke:Category handler|main}}[citation needed] }}

Equality holds precisely when half of the probability is concentrated at each of the two bounds.

Popoviciu's inequality is weaker than the Bhatia–Davis inequality.

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