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

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] }}

${\displaystyle {\text{variance}}\leq {\frac {1}{4}}(M-m)^{2}.}$

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.