%0 Journal Article
%T A Matrix Variance Inequality for k-Functions
%A Norhayati Rosli
%A Wan Muhamad Amir W Ahmad
%J Matematika
%D 2007
%I Universiti Teknologi Malaysia
%X In this paper a course of solving variational problem is considered. [2] obtained what appears to be specialized inequality for a variance, namely, that for a standard normal variable X , V ar[g(x)] ¡Ý E[g¡¯(x)]2 . However both of the simplicity and usefulness of the inequality has generated a plethora of extensions, as well as alternative proofs. [5] had focused on a result of two random variables for the normal and gamma distribution. They obtained the result of normal distribution with k functions, without proving and the proof is presented here. This paper also extend the result obtained by [5] to the k functions for the gamma distribution.
%K Normal Distribution
%K Gamma Distribution
%K Laguerre Family
%K Hermite Polynomials.
%U http://www.fs.utm.my/matematika/images/stories/matematika/20072311.pdf