On a characterization of measures of dispersion
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- by A. S. Fainleib PDF
- Proc. Amer. Math. Soc. 131 (2003), 1601-1606 Request permission
Abstract:
Measures of dispersion are characterized by the set of all bounded random variables whose dispersion is minimized when taken around the origin.References
- G.H. Hardy, J.E. Littlewood, and G. Polya, Inequalities. University Press, Cambridge(1934).
- Abram Kagan and Lawrence A. Shepp, Why the variance?, Statist. Probab. Lett. 38 (1998), no. 4, 329–333. MR 1631218, DOI 10.1016/S0167-7152(98)00041-8
- W. Sierpinski, Sur les fonctions convexes mesurable, Fundamenta Math. 1(1920), 125-129.
- E.C. Titchmarsh, The Theory of Functions. University Press, Oxford(1939).
Additional Information
- A. S. Fainleib
- Affiliation: 9-4990 Ed. Montpetit, Montreal, Quebec, Canada H3W 1P9
- Email: a_fainleib@hotmail.com
- Received by editor(s): July 5, 2001
- Received by editor(s) in revised form: December 12, 2001
- Published electronically: September 19, 2002
- Communicated by: Claudia M. Neuhauser
- © Copyright 2002 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 131 (2003), 1601-1606
- MSC (2000): Primary 60E15
- DOI: https://doi.org/10.1090/S0002-9939-02-06655-8
- MathSciNet review: 1950291