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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
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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).


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