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Bhatia–Davis inequality : ウィキペディア英語版 | Bhatia–Davis inequality In mathematics, the Bhatia–Davis inequality, named after Rajendra Bhatia and Chandler Davis, is an upper bound on the variance of any bounded probability distribution on the real line. Suppose a distribution has minimum ''m'', maximum ''M'', and expected value ''μ''. Then the inequality says: : Equality holds precisely if all of the probability is concentrated at the endpoints ''m'' and ''M''. The Bhatia–Davis inequality is stronger than Popoviciu's inequality on variances. ==See also==
*Cramér–Rao bound *Chapman–Robbins bound
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