What is "Standard" About the Standard Deviation
نویسندگان
چکیده
منابع مشابه
Standard deviation is a strongly Leibniz seminorm
We show that standard deviation σ satisfies the Leibniz inequality σ(fg) ≤ σ(f)‖g‖ + ‖f‖σ(g) for bounded functions f, g on a probability space, where the norm is the supremum norm. A related inequality that we refer to as “strong” is also shown to hold. We show that these in fact hold also for noncommutative probability spaces. We extend this to the case of matricial seminorms on a unital C*-al...
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ژورنال
عنوان ژورنال: Missouri Journal of Mathematical Sciences
سال: 2010
ISSN: 0899-6180
DOI: 10.35834/mjms/1312233137