|
On a characterization of measures of dispersion
Author(s):
A.
S.
Fainleib
Journal:
Proc. Amer. Math. Soc.
131
(2003),
1601-1606.
MSC (2000):
Primary 60E15
Posted:
September 19, 2002
MathSciNet review:
1950291
Retrieve article in:
PDF
This article is available free of charge
Abstract |
References |
Similar articles |
Additional information
Abstract:
Measures of dispersion are characterized by the set of all bounded random variables whose dispersion is minimized when taken around the origin.
References:
-
- 1.
- G.H. Hardy, J.E. Littlewood, and G. Polya, Inequalities. University Press, Cambridge(1934).
- 2.
- A. Kagan and L.A. Shepp, Why the variance?, Statist. Probab. Lett. 38(1998), 329-333. MR 99c:60031
- 3.
- W. Sierpinski, Sur les fonctions convexes mesurable, Fundamenta Math. 1(1920), 125-129.
- 4.
- E.C. Titchmarsh, The Theory of Functions. University Press, Oxford(1939).
Similar Articles:
Retrieve articles in Proceedings of the American Mathematical
Society
with
MSC (2000):
60E15
Retrieve articles in all Journals with
MSC (2000):
60E15
Additional Information:
A.
S.
Fainleib
Affiliation:
9-4990 Ed. Montpetit, Montreal, Quebec, Canada H3W 1P9
Email:
a_fainleib@hotmail.com
DOI:
10.1090/S0002-9939-02-06655-8
PII:
S 0002-9939(02)06655-8
Received by editor(s):
July 5, 2001
Received by editor(s) in revised form:
December 12, 2001
Posted:
September 19, 2002
Communicated by:
Claudia M. Neuhauser
Copyright of article:
Copyright
2002,
American Mathematical Society
|
