Popoviciu's inequality on variances
In probability theory, Popoviciu's inequality, named after Tiberiu Popoviciu, is an upper bound on the variance of any bounded probability distribution. Let M and m be upper and lower bounds on the values of any random variable with a particular probability distribution. Then Popoviciu's inequality states:[1]
Equality holds precisely when half of the probability is concentrated at each of the two bounds.
Popoviciu's inequality is weaker than the Bhatia–Davis inequality.
References
- ↑ Popoviciu, T. (1935). "Sur les équations algébriques ayant toutes leurs racines réelles". Mathematica (Cluj) 9: 129–145.