A New Generalized Inequality for Covariance in N Dimensions
A New Generalized Inequality for Covariance in N Dimensions
复制标题
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
中科院分区:
文献类型:
--
作者:
Mei Liu;Milan Sindelka;Shi-you Lin
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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DOI:
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期刊:
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DOI:
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发表时间:
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影响因子:
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