A New Generalized Inequality for Covariance in N Dimensions

A New Generalized Inequality for Covariance in N Dimensions
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N维协方差的新广义不等式

DOI:
10.1155/2019/6963493
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发表时间:
2019-01
影响因子:
--
通讯作者:
Shi-you Lin
Shi-you Lin
中科院分区:
工程技术4区
文献类型:
--
作者:
Mei Liu;Milan Sindelka;Shi-you Lin

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受2015年发表在Journal of Inequalities and Applications上的Zhefei He和Mingjin Wang工作的启发,本文将相关结果进一步推广到多维随机变量情形.然后将所得的协方差不等式应用于不同的多维统计分布(多均匀、多名义和多正态)。坐标依赖的不等式也检查。所得公式可用于多元统计中的估计。
Inspired by work of Zhefei He and Mingjin Wang which has been published in Journal of Inequalities and Applications in 2015, this paper further generalizes some related results to the case of multidimensional random variables. The resulting inequality for covariance is then applied to different multidimensional statistical distributions(multi-uniform, multi-nomial and multi-normal). Coordinate dependence of the inequality is also examined. The obtained formulas could be useful for making estimates in multivariate statistics.
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