On lower bounds for the variance of functions of random variables

نویسندگانفرانک گودرزی,محمد امینی,غلامرضا محتشمی برزادران
نشریهAPPL MATH-CZECH
ضریب تاثیر (IF)ثبت نشده
نوع مقالهFull Paper
تاریخ انتشار0000-00-00
رتبه نشریهعلمی - پژوهشی
نوع نشریهالکترونیکی
کشور محل چاپایران
نمایه نشریهJCR

چکیده مقاله

In this paper, ffwe obtain lower bounds for the variance of a function of random variables in terms of measures of reliability and entropy. Also based on the obtained characterization via the lower bounds for the variance of a function of random variable X, we find a characterization of the weighted function corresponding to density function f(x), in terms of Chernoff-type inequalities. Subsequently, we obtain monotonic relationships between variance residual life and dynamic cumulative residual entropy and between variance past lifetime and dynamic cumulative past entropy. Moreover, we find lower bounds for the variance of functions of weighted random variables with specific weight functions applicable in reliability under suitable conditions.

tags: Variance bounds, Chernoff inequality, Size-biased distribution, Reliability measurs, Dynamic cumulative residual entropy, Dynamic cumulative past entropy.