A New Generalized Inequality for Covariance in N Dimensions
Joint Authors
Liu, Mei
Šindelka, Milan
Lin, Shi-you
Source
Mathematical Problems in Engineering
Issue
Vol. 2019, Issue 2019 (31 Dec. 2019), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2019-01-16
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
Inspired by the work of Zhefei He and Mingjin Wang which was published in the 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 (multiuniform, multinomial, and multinormal).
Coordinate dependence of the inequality is also examined.
The obtained formulas could be useful for making estimates in multivariate statistics.
American Psychological Association (APA)
Liu, Mei& Šindelka, Milan& Lin, Shi-you. 2019. A New Generalized Inequality for Covariance in N Dimensions. Mathematical Problems in Engineering،Vol. 2019, no. 2019, pp.1-12.
https://search.emarefa.net/detail/BIM-1196772
Modern Language Association (MLA)
Liu, Mei…[et al.]. A New Generalized Inequality for Covariance in N Dimensions. Mathematical Problems in Engineering No. 2019 (2019), pp.1-12.
https://search.emarefa.net/detail/BIM-1196772
American Medical Association (AMA)
Liu, Mei& Šindelka, Milan& Lin, Shi-you. A New Generalized Inequality for Covariance in N Dimensions. Mathematical Problems in Engineering. 2019. Vol. 2019, no. 2019, pp.1-12.
https://search.emarefa.net/detail/BIM-1196772
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1196772
