Bounds for covariances and variances of truncated random variables
N. Hemachandra, V. Cheriyan
Abstract
We show that a lower bound for covariance of (X1,X2) and (X1,X2) is X1X2 and an upper bound for variance of \\ (X2,(X,X1)) is X + X1 +X2 generalizing previous results. We also characterize the cases where these bounds are sharp.
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